Role playing difficult situations can help. Alternative coping strategies need to be developed and practiced in session, if possible. Moderate exercise should be reinforced. This is a very delicate time. You probably will only get one opportunity to discuss failure at length with a tobacco user who has recently slipped.
Proper focus is important.
Correcting yourself the next week is often too late. By then, they probably would have made the decision to smoke at least a hundred times, and their desire to stop will be buried beneath layers of hopelessness and embarrassment. Focusing on the successes more than the failures helps build confidence. If someone overcame a thousand cravings and gave into one, focus on the one thousand correct responses. Ask about those situations, cognitions, and behaviors.