Assuming non-destructive approaches to attach netting are out of the question, here are some possible ideas to ease the tension.
Make balcony breaks a dependable routine:
Cats like routine and a clear schedule, having your smoke breaks always at the same times, and always the exact same number of breaks in a day will help the cat settle into a schedule, and reinforce the notion that balcony time is going to be available again later and doesn't need to be defended with claws.
Take longer breaks:
Since working from home sometimes comes with the benefit of more flexible hours, you could try taking longer breaks. Have a cup of your favorite beverage on the balcony after smoking, giving the cat a little extra time on the balcony while giving yourself some additional time to clear your head for work.
Feeding time or jackpot treat after balcony breaks:
Incorporate the balcony breaks into your feeding schedule, depending on your current feeding regimen you might feed smaller portions, but more frequently and always after a balcony break. Alternatively, offer a jackpot treat (something special that the cat is absolutely crazy about) after returning inside, and reserve this treat just for this occasion, reinforcing the notion that returning inside when asked is a good thing.
Trade for something better:
Outside time, even if it is just on a balcony, is a big deal for indoor cats. I would suggest trying to get the cat to accept a harness, and after the work day is done go for a short walk on a leash. This could help reduce the relative importance of balcony breaks in the mind of your cat, and help to ease the tension when it is time to leave the balcony because something even better is coming later.