I'd take a thin piece of wood, a branch or something similar that's about the right size for the main stalk, drill small holes in it for 0.6mm steel wire or whatever size you can get a hold of. Then I'd cut excessive lengths of wire, perhaps 5cm or so, just enough to get a comfy grip. Roll a cigar at one end of the length and do the corny part of the job. Let them cure. Meanwhile, take an old plastic bag, cut two pieces out of it and place a fair ball of putty between them and roll it (very) thin, you might need to oil the plastic slightly. Let that cure for 10-15 min and then cut it in small lengths, just enough to make four lengths cover one cigar. Remove the plastic on one side, fasten it at the pin side of the cigar, remove the other piece of plastic and shape it the way you want it. Rince, repeat. When these have cured, cut the wire and glue them to the main stalk. Repeat the procedure with the plastic bag for the larger leafs only let it cure for 20-30 min before starting to work on them.
Hope it helps! Sounds like great fun to sculpt, might just try it out myself. Cheers and good luck!