This is a recipe that I use for making gumpaste flowers. It is a "candy" like the Necco wafers. I'm thinking that is what they make the candy cigarettes out of too. The caulky part of the cigarette is probably cornstarch or something similar. It's been YEARS since I've seen them on the market. We used to suck on them all day long. This recipe is very easy to cut done. Tylose can be found at some cake decorating stores. HTH

NICHOLAS LODGE'S QUICK FLOWER PASTE
OR TYLOSE GUMPASTE
Source: Nicholas Lodge's Sugar Art Collection Catalog, p. 68

4 large egg whites (pasteurized)* (see note)
2 lb bag 10 X powdered sugar, divided use
12 level teaspoons Tylose
4 teaspoons Crisco

Place egg whites in a Kitchen Aid mixer bowl, fitted with the flat paddle. Turn the mixer on high speed for 10 seconds to break up the whites.

Reserve 2/3 cup powdered sugar and set aside. Turn the mixer to lowest speed, slowly add remaining sugar. This will make a soft consistency royal icing.

Turn up the speed to setting 3 or 4 for about two minutes. During this time, measure out the tylose into a small container.

**Make sure the mixture is at the soft-peak stage. It should look shiny, like meringue and the peaks fall over. (If coloring the entire batch, add the paste color at this stage, making it a shade darker than the desired color.)

Turn the mixer to the slow setting and sprinkle the Tylose in over a 5-second time period. Next, turn the speed up to the high setting for a few seconds (This will thicken the mixture.)

Scrape the mixture out of the bowl onto a work surface that has been sprinkled with the reserved 2/3 cup powdered sugar.

Place the shortening on your hands and knead the paste, adding enough of the powdered sugar to form a soft but not sticky dough. Usually I check by pinching with my fingers and they should come away clean.

Place the finished paste in a zip-top bag, then place the bagged paste in a second bag and seal well. Place in the refrigerator for 24 hours if possible to mature the paste.

Before use, remove from refrigerator and allow the paste to come to room temperature. Take a small amount of shortening on the end of your finger and knead this into the paste before using.

Always store the paste in the zip-top bags and return to the refrigerator when you are not using the paste. Will keep under refrigeration for approximately 6 months. You can keep the paste loner by freezing. Be sure to use zip-top freezer bags. If you will be freezing a batch of paste, allow it to mature for 24 hours in the refrigerator first before placing into the freezer. I have kept the paste in the freezer for up to 3 years with no problems.

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A Note from Betsy at Recipelink:

COOKING EGG WHITES FOR USE IN RECIPES:
Cooking egg whites before use in all recipes is recommended for full safety. The following method can be used with any number of whites and works for chilled desserts as well as Seven-Minute Frosting, Royal Icing and other frosting recipes calling for raw egg whites.

In a heavy saucepan, the top of a double boiler or a metal bowl placed over water in a saucepan, stir together the egg whites and sugar from the recipe (at least 2 tablespoons sugar per white), water (1 teaspoon per white) and cream of tartar (1/8 teaspoon per each 2 whites). Cook over low heat or simmering water, beating constantly with a portable mixer at low speed, until the whites reach 160° F. Pour into a large bowl. Beat on high speed until the whites stand in soft peaks. Proceed with the recipe.

Note that you must use sugar to keep the whites from coagulating too rapidly. Test with a thermometer as there is no visual clue to doneness. If you use an unlined aluminum saucepan, eliminate the cream of tartar or the two will react and create an unattractive gray meringue.

USING EGG WHITE SUBSTITUTES:
You can use pasteurized dried or refrigerated liquid egg whites. Egg substitutes often contain gums and/or added salt which can hamper foaming. Pasteurized dried and liquid egg whites on the retail market either contain no other ingredients – for recipes where little foaming is required – or contain only a whipping agent – for recipes that require a stable foam. Follow package directions to substitute dried or refrigerated liquid egg whites for raw egg whites or use about 2 tablespoons water and 2 teaspoons dried egg white or 2 to 3 tablespoons liquid egg white for each Large egg white.

Source: American Egg Board