I met a gent who does events (he was one of the participants) when I was at a whisky and cigar tasting at the Churchill’s. His evenings are around £150 if you are keen. Personally I used to smoke at the Marylebone hotel pre covid where they have now closed that area after covid.
Personally I would do it in a discrete place as we all know watch crime is at its peak In London rep or gens, no one should get hurt