Buy some cello

[godfather]

As for saran wrap, I thought of this, but was afraid it might be to air-tight, but I guess you didn't experience any trouble with it godfather?

Saran Wrap is definitely an air permeable material, just go with that.

Roll a little of it around the cigar, cut the ends of the saran wrap (if it's too long), tape 'em and you're good to go.

Works great and it's protected my cigars just fine the few times I've needed to. Sounds silly, but it gets the job done just fine.