If a person has a stash of pouch or leaf tobacco, it is possible to press it into your own cigar. Something distinct that does not involve paper but other natural products and a mold is called a cannagar. The convenience is that you can cram a pretty thick stick together and avoid the industrial processes that normally go into cigar production. Additional products such as flavors and flavored plant leaves might be added to the mix before it is added to a cannagar mold press.
Beleive it or not, some people put all sorts of things into custom cigars. That might include dried mint leaves, mullein, and even raspberry leaves. These things are added to lighten the smoke that is inhaled or to add additional flavor to the cigar. Since a cannagar is likely to last a lot longer than a slim or regular fag, having some additives might lighten the smoke that fills an area.