Heck, buy some cork rings, go get you a length of 1/4" all-thread rod, some 1/4" nuts and fender washers, a rasp and some sand paper. You can use the all threaded rod to slip your rings onto and clamp them together in glue-up, then chuck the whole thing into a hand drill and use the drill to turn the handle for you while you shape it. You may need to prop the drill up in some manner if your hands get tired of holding it with one hand and shaping the handle with the other, but in a shorter lengths of handle should turn find while you just let the opposite end from the drill dangle free.

Buy some extra cork rings while at it and practice with two or three glued up handles. At a reasonable price you can experiment with cigar shapes, and others and find what shape/size might be most comfortable to your perference.