Many moons ago when I was a junior hospital doctor in a chest ward the preferred oxygen mask for low concentration O2 was the "Edinburgh mask" which had a circular hole in the front with the O2 nozzle entering at its lower circumference. Some of the chest patients loved it because they could smoke through the hole. As was demonstrated to me by a marginally less junior doctor, if you held the lit cig tip directly in the O2 outlet flow it just glowed brighter. Oxygen doesn't burn, it burns.