Seems to me like cigars are wrapped in some kind of leaf, right? But you don't want to use a leaf veiner because the pattern wouldn't be subtle enough. I would use my hand to create a subtle veined pattern in the clay. It should take it pretty well.
Of course if I'm wrong on what cigars look like, forget everything I've said. After all, it's been quite a while since I've been anywhere near a cigar.
...just returned from kitchen...
Hey, that went pretty well. My fingerprints and palm prints left a subtle texture then I scored some diagonal lines with my scraper and then smoothed and smushed those back together so they were real subtle. I'm pleased 
You were right on with how they looked. I'm no expert either so I downloaded a pic.
So I've got it loosely wrapped in wax paper and in a plastic container. Is that right or should I set it out to air dry and harden??
I'm thinking I'll wrap the tip in red fondant so it looks like it's smoldering and then put a small pile of ground silver cake sparkles next to it for ash.
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