Smoking heroin in a rolled cigarette is certainly one of the accepted methods of ingestion.
The key is vaporisation temperature:
Chemfinder lists the following for Diacetylmorphine:
mp 173°, bp(12) 272-274°
And for the hydrochloride salt:
mp 243-244° (no bp listed, but it must obviously be higher than this)
And for a cigarette:
Temperature without drawing:
Side of the lit portion: 400 deg C (or 752 deg F)
Middle of the lit portion: 580 deg C (or 1112 deg F)
Temperature during drawing:
Middle of the lit portion: 700 deg C (or 1292 deg F)
ie. temp at tip of cigarette is greater than vap temp of heroin.
This method has been used for many years.