I would be willing to bet it's the PG...once i learned how PG works and why hydration is encouraged i immediately knew exhaling through my nose was a no no for me. I had sinus surgery a couple years ago and have bad allergies...they opened my sinuses and nasal up too much so now when i need to take allergy meds, which naturally dry out your sinuses and nasal, it causes intense pain, headaches, and bleeding after a couple days because of the drying effect of allergy meds. The dry winter air is a nightmare and i have to use a nasal nebulizer to keep moisture in my nose and sinuses during the winter. The PG is possibly making your nasal and sinuses dry out and then nicotine may be compounding the irritation as well.