Smoking? You shouldn’t have a pen (5)
I believe the answer is:
tasty
'smoking?' is the definition.
(both can mean attractive)
'you shouldn't have a pen' is the wordplay.
'you shouldn't have' becomes 'ta' (both can mean 'thank you').
'a pen' becomes 'sty' (sty is a kind of pen).
'ta'+'sty'='TASTY'
(Other definitions for tasty that I've seen before include "Savoury" , "Delicious" , "Pleasant to savour" , "Sexually attractive?" , "Palatable" .)