That one of my favorite parts of pipe smoking. It is not something I do constantly, but periodically throughout the a smoke. I especially enjoy this technique when I am outside and trying to get a better sense of the note coming from my pipe.
Outside most of the time and clench so it's always drifting around my face. The nose is where I get most flavor and smoke goes into or comes out of it regularly in no particular order. Not like you smoke because it's healthy anyway so however you derive enjoyment from it is your prerogative.