What should we do with our grandfather who smokes in his room in the middle of the house and closes the doors, which makes the room disgusting in the morning, and opening the doors causes him to complain of coldness?

The smoker should be advised and informed of the danger and impermissibility of smoking, and it should be clarified that he is not permitted to harm you with it. If he insists on smoking, the windows can be opened slightly to get rid of the smell without harming him.