I haven't had any changes while smoking in the cold myself Wayne. We used to smoke outside in the winter quite often. I don't change my smoking habits either and as to why the strength or nicotine difference is because your body is using more energy to keep you warm and not so much doing anything with your taste buds? Maybe try smoking near a heater/fire and then away and see if it does anything...

As your the cigar splitting, it's because it's really dry. The cold enhances the effect on the dryness of the cigar itself.
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