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It happens to me alot if I smoke outside on a windy winter day. The wrapper burns slower than the rest of the cigar causing a "tunneling" effect inside the cigar. Also wind will often cause it to smoke hot so I doubt that's your problem. Someone should be able to chime in with more ideas
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Ok I am thinking this is a bit of both of what you guys are saying. I think the wind is playing a factor and when it is windy I am taking short little quick harsh puffs thinking that will help keep it lit. I think they are tunnelling bad the more and more I think about it.