INDULGE
verb
▸ to allow yourself to have or do something that you enjoy more…
▸ to allow someone to do what they want or enjoy more…
▸ to have or eat something that you enjoy but that you should not have much of more…
▸ to become involved in something that people do not approve of more…
Barbara Gavin-Lewellyn
The Crone's Daily Groan 
Not many people approve of smoking these days.
They sure don’t. Neither do I, come to think of it. But I indulge my addiction. ;^)