If you're dextrous and your labels are a little larger, you might be able to use a small piece of double-sided tape. if you poke around a craft store, you can probably find some "mounting corners" that are small pieces of double-sided tape (the intended purpose is mounting photographs).

This one is a bit of a gamble, but it may work out:
(test it on one cigar first)

An old homebrewer's trick... Labels can be stuck on beer bottles using milk. Fill a saucer with a thin layer of milk, dip the label in, bottle side down, and stick the label to the bottle. While the milk is wet, it can be positioned easily and when it dries, it sticks real good. For homebrewing, it has the added advantage of coming right off with a little hot water.

The same concept might be used on cigar bands. When you're wrapping the band around the cigar, dab a little milk between the overlap with a Q-Tip. You should be able to slide the band around a little to get it tight and when it dries, you should end up with a well-stuck band. The voice inside my head is terrified of getting milk on my cigars, but I can't imagine a droplet will do much harm...