Blah. It's not as big a deal as people think. I've brought back many boxes of Cuban cigars during my travels, just stick 'em in your suitcase and don't say a word about 'em. They don't care enough to pull out every bag with cigars in it if they see 'em on the x-rays. I also shipped back several hundred via FedEx. No one cares, dude, seriously. As mentioned above, if you wanna be ultra-safe pull the labels off, put them in a ziploc in another bag and call 'em local-rolled from wherever you were at.
I've done it many times, never once been stopped or questioned. The FedEx trip was hair-raising as I had several hundred of them, prolly 500 cigars total. Wasn't even a bit of a problem, they arrived without issue.