In a sense, yes. Epigenome refers to the overall body of regulatory modifications made to DNA and the DNA storage mechanism. A lot of these modifications involve the attachment of small chemical groups to a distinct bit of DNA, or alternately the proteins which DNA is wrapped around while in storage, or a number of other possible mechanisms.

Let's say your identical twin is known to be a 1-pack-a-day smoker (assume that the hypothetical panopticon has access to his history of credit card purchases). Assume that you, however, abstain from smoking and also avoid secondhand smoke.

There will be certain modifications to your twin's genetic material which may be detectable in the next few decades. These modifications may allow the tracker to positively distinguish between you and your twin.

Regarding your question -- smoking (or exercise, or severe depression, etc.) affects your physiology, which in turn may cause changes to your epigenome.