The phrase "in my puff" means "in my life", as in "I've never heard such a load of rubbish in all my puff". This expression is still widely used in Scotland, especially around the West Coast, and in Glasgow in particular. It was a favoured expression of my father who was still using it up until he died, aged 70, in 2008 !
Eric Partridge, Dictionary of Slang and Unconventional English, fifth edition (1961) has this relevant entry for puff:
puff. ... 4. Life ; existence : tailors' [slang] (low ) gen[eral use] : from ca. 1880. As in never in one's puff, never, and as in 'Pomes' Marshall, 'He's the winner right enough! It's the one sole snip of a lifetime—simply the cop of one's puff.'
So Partridge confirms that Wodehouse was using puff as a slang equivalent of "life" or "existence." This may be the first time I've seen a slang term categorized as tailors', and I regret that Partridge doesn't pursue the question of how it arose in the context of that profession.
Never in his/your puff did he/you do anything else. This is a common expression in the West of Scotland where I come from. It simply means in your life. Personally, I find it a delightful expression. I can't understand the talk about reviving it or not. If they'd heard someone say never in your puff, never in their puff would they dream of banning it. Over my dead body as they say and my body is not yet dead.