Since my major anxiety attack a year ago, I've had pretty much the same sensation you describe. I feel like there's something caught, like a bell pepper skin or a pill...usually either to one side or the other, but sometimes in the middle. It was every day for months back then, and now it comes and goes, but it's mostly gone. The doctor put a scope down my throat and looked last year and didn't see anything out of the ordinary.
This is easier said than done, but stopping that smoking habit would not only put you on the path to all the health benefits of being a non-smoker, but for anxiety sufferers it does even more good. The nicotine stimulates and increases anxiety symptoms, and for those of us with health anxiety, it gives us that much more to worry about, and adds some credibility to the horrible scenarios we imagine for ourselves. Stopping would give you those benefits, and would also be something tangible you can accomplish in your anxiety struggle. It's an all-around win.