First off, the concept isn't exactly a new one, it's been around for hundreds of years, but as a pipe, not a cigarette holder. As far as I know, you're breaking new ground.

What material are the holders made of? Some plastics may react with chemicals in the smoke and release toxins.

How do the holders handle heat stress?

How would the user cope with ash falling from the cigarette as it burns down?

How do the holders stay in place within the nostril, with the added weight of the cigarette?

It's not exactly a hands-free device if the user has to block an open nostril if he or she wants to take a draw.

There isn't exactly a lot of distance between the filter of the cigarette and the user's nasal passages, so the smoke would still be quite hot when it entered the nose. And most noses are somewhat dry, as opposed to mouths which are moist. A regular user could be setting themselves up for some short-term health issues.

Any chance of seeing a movie or something of one of these things in action?