When it's too cold and windy to smoke outside I'll take a ride by my house to a favorite spot to watch the ice fisherman freeze from my truck.
It's a beautiful spot and go there often. Hopefully about a week and a half away from finishing the room. Taping it now.
Yes! I am your cold weather guru!
Just kidding...I live in Florida. But, I might have a couple of answers for you.
But first, a question???? How fast are you smoking your cigar?
In my experience, tunneling comes from trying to smoke the cigar too fast. If you're freezing your tail off, you might be in a hurry to finish the cigar faster.
If this is the case, I'd recommend buying yourself a nice pair of Walls Thermal Coveralls and some thermal socks. You won't feel a thing. I did live in Maryland for 4 years and bought a pair of these in the middle of a blizzard, then took an hour and half walk with a cigar in the snow.