Heroin can be smoked in a hand rolled cigarette. Actually it's a very traditional way of ingestion within the Heroin using population in Turkiye. People favor it because it's much more socially accepted by users of other various softer drugs like cannabis. Another reason for people to favor it is the fact that, it takes much longer for one to get addicted this way plus when they get addicted, the withdrawal seems quite more manageable, less painful in comparison to the other routes of ingestion.
It definitely is a wasteful way to use this substance, on the other hand, I think it's a good way to experience it for the first time because the rookie will get high gradually and controlling the dosage will be much easier. This way, it becomes much harder for the rookie to get sick or ingest more than intended, to OD on their first go.
It even has a name, it's called "koreks/ korex".