I give Smudge rawhide knots ...and he enjoys them, although at one time I used to give him one when I was going out, I don't do that now. I was alerted to the possible chance of him choking, he now only has one when I am around to watch what he is doing.
The reason I chose knots over cigars is the possibility that the rolls can become unravelled after a while, thus forming a large sloppy mess - difficult to hold whilst trying to take from pups mouth, if necessary. (the knots - as long as he is chewing only one end can be held easier as it is dry).