theories as to where Grace got the cigarette she was smoking after fucking Max's ghost:

she has actually secretly been an active smoker for a long time and always carries a pack with her

she bought a pack of cigarettes when she was on the run from the cops because she was stressed, and figuring that she had already disappointed the Lord by touching herself and lying to the police and dismembering a body, decided that she might as well relieve that stress by taking up smoking

Max died with a pack of cigs and a lighter on him and they stayed with him when he turned ghost and Grace pocketed them from his clothes after they had sex

she just found them in the school or on the ground somewhere after the Lords in Black meeting, and perhaps her mind made the association between sex and cigarettes and that's how she came up with the idea of giving up her chastity to end Max's reign of terror

Grace had immediately thought of giving up her virginity as the sacrifice after the Lords in Black meeting, and the entire time Steph and Pete are running away and tearfully coming to terms with Steph having to kill Pete to stop Max, Grace is running around the school or off to a drug store for cigarettes because she felt having a smoke after was that necessary