In the chapter "In Which the Reader is Introduced to the Very Best of Company," there's a passage where Becky lies about where (and one might surmise how) she obtained her diamonds. She hides them in a desk that Amelia had given her long ago. Do you think that the reason Becky hid her treasures in something that Amelia had given her was a way to subliminally acknowledge her connection to Amelia?
I don't necessarily think that a cigar is just a cigar. One of the joys of literature is the way that we can read in to such tiny details, and Thackeray is of course a master novelist and such details are not given by accident. I definitely think that Becky's choice of hiding place is very significant, as it does link her very strongly to Amelia and says a lot about their relationship and the openness and honesty that there is between them. Let us remember that Amelia is a character who has known Becky the longest and the best.