Jesse Miettinen showcased a way to create a normal map-like texture from your volumetric smoke stored in a VDB, so that when you put this texture on a flat billboard, it can react to light direction properly. His approach looks nice, but thanks to feedback in the comments and Ram Vivek Sahu's suggestion to use the background as a light source, the updated version looks even better:
However, as Jesse put it, it's a volumetric object he's lighting using generated background texture coordinates to fake a normal map, so he's not really sure if there’s a right way to do it. Still, it's a useful tip worth exploring.