Suggestion. By this pic (the right one) I would router mill both halves just as deep as the top piece so that both cigar trenches are 3/8" taller than they are wide giving them a slightly straight wall, then with your rabbet bit mill the outside of your male side with a 3/8" trench reveal, slightly creeping in on the curved milled as relief or slip. When you put them together the male side should slip into the female with just the right amount of depth and make a round stick. If the male side (lets call it a tenon at this point)is too tight you may need to put a slight amount more relief on the revealed sides (thin block sand at a slight angle) so that once the wood swells , it won't just friction lock on itself.
I miss having my table saw or I would be doing exactly what you're doing. Looks great so far. I think you're close to a finished and usable product .