You are right, for modern English.
In Wycliffe's time, the oblique cases of "they" were "her" or "hir", and "hem". "Their" and "them" were not widespread, though I think they were used in some dialects.
Neither smoking nor your health can possibly be thought to be described as containing toxic chemicals. A verb can't contain a noun, nor can the type of noun that health belongs to.
In the example sentence, only cigarettes can be described in that way.
Since cigarettes is a plural word, the pronoun needs to be them.
You would put your health at risk by ...
In a comment, Janus Bahs Jacquet wrote:
Thou requires a specific form of the verb, which always ends in -((e)s)t (e.g., thou art, thou wert, thou canst, thou thinkest, etc.), so the first sentence is not grammatical. The rest are fine. Since they are so archaic, however, you should be aware that it’s frequently not just a matter of substituting one word ...