Using Li-Ion battery while charging
(1) If using USB as an energy source then maximum current that can be sourced from USB is well below the maximum allowed battery charging current so you will have no real problems doing what you describe. ie if the charger is connected to the battery and load is applied the battery discharge current will greatly exceed the available charging current and there will be net discharge. When the load is removed the charger will 'decide' whether the battery is in CC or CV mode. If in CC mode then the available USB charge current will be applied. If in CV mode the charger will limit voltage to Vmax and charge current will be set by the battery. 



(2) If energy is from a source where Isource max > I battery_charge_max then ...

By definition you cannot charge &amp; discharge a battery simultaneously - the battery only sees the net current flow. This is not pedantry but physics. What can get confused is the charger circuit, if it does not properly account for where the the current flow is going and how much there is.

If you can monitor actual battery current as opposed to charger current (or ideally both) then controlling and monitoring what the battery receives is "just a matter of engineering".

If you are able to monitor battery current AND if you are happy to allow battery voltage to drop to be at a maximum of slightly less than V_cv, during simultaneous use, say down from 4.2V to 4.1V, then you can simply control charg-ER current such that Vbat_charge &lt; Icc and Vbattery = Vcharger &lt; V_cv. The battery will then always be in a legal state. 

If you can control V_bat_charging and V_charger separately (just two MOSFETs and willingness to drop a little voltage across the charger-to-battery one and dissipate the energy difference, then you can charge battery independently of operating the heater. You could use a buck converter to drop this difference but dissipation will usually be bearable - probably not more than a few Watts usually.

I'm happy to expand on the above as required.

Some might argue that "electronic intelligent-cigarette" is an oxymoron :-).

Added:  For USB sourced charging the load current substantially exceeds the available charging current and the battery will at all times undergo net discharge when the load is being supplied. For other more capable charging energy sources this may not be true.