Nagging will do nothing. You cannot and will not make him give up, so make your peace with that.
That said, you can and should be disappointed by his smoking. Don't just accept it as ok - make him feel like an outcast. Be openly protective of your child's health. Make smoking difficult for him, give him the extra chores it creates, like washing. Make him go not just outside, but away from the house. Make him change clothes, wash hands, brush teeth. If he's going to smoke, he has to accept the additional responsibilities that means without grumbling.
I'd also insist on a financial sacrifice: "you spend £40 per month on cigarettes, that is the cost of Sky Sports so I am cancelling Sky Sports". It needs to be something he doesn't want to give up so he has to choose, cigrettes or that. You getting a treat of equivalent monetry value has less effect on him than him having to lose something he values for cigarettes.
I'll give you the other side though. I smiled (heavily - 20-25 per day) through 3 pregnancies. I pretended to give up when PG with DC1 but didn't. I didn't even pretend with DC2 and DC3, and smoked through 19 years of parenting.
Then I gave up. Not just gave up, i stopped for ever and have a completely different mindset now. I went on to have DC4 as a non smoker.
None if my children had/have any medical conditions from me smoking. They were all breastfed (although dc3 for not as long) and would occassionally cosleep too. No allergies, no asthma, no ill health at all. While smoking is, without question, terrible and I would hate it if I was the non smoker and DH smoked, it's not like it is some form of death sentence for children. As with all addictions, he will only give up when the decision to do so is his.