If this is important to you, then yes, it's worth laying down some ground rules. Evidence is going to be inconclusive at best. We made my MIL stop using perfume. She would absolutely douse herself in cheap stuff and if you tried to hug her you'd feel like choking, not to mention that you'd smell like her perfume for the rest of the day. I come from an allergy-ridden, sensitive skin family and didn't want to take any chances. We explained it to her nicely and for my overly-dramatic MIL the issue never came up. We also demonstrated by other things that we were concerned about this (use of only certain things on our baby's skin and to wash her clothes and bedding). So she understood we weren't picking on her, which we weren't.

Maybe show them some info on the effects of smoke on new babies and ask that they respect your wishes as parents nicely. Maybe suggest a certain amount of time between smoking and holding the baby? GL!