One thing is for sure, it's not tobacco leaf that it is wrapped in. According to the internet it's called thnatphet leaf. It is very hardy. Those I have here are only filled with very small scraps. Some of looks sun cured, some of it smells a little bit stronger. There is no flavouring inside and when I was in Myanmar I have tried a few different kinds, also without flavouring. At that point in time I did think of them more as if they were cigars, but I didn't know much about tobacco back then. Now, I think of them more of a traditional cigarette, not much different from the Swisher Sweets Cigarillos (bleegh). No they're better than that. I have seen people use aniseed when preparing there betel nut, so I'm sure that some use it for their cheroot as well.
But Leftynick. If you're in Kuala Lumpur at some point, there's a small Myanmar / Nepal district close to Kota Raya. Even better, if you walk from Puduraya toward Chinatown, there's a little Burmese mall. I think you'll definitely have a chance of finding cheroots over there. If you walk from Puduraya to Chinatown on Jl. Tun Perak, it's on your left side. There's this cheap Burmese restaurant on the outside called Safura, great fermented tea-leaf salad they've got. Then somewhere on the side of that restaurant there's an entrance into the mall. It doesn't have a sign or anything, but when you get inside you'll see the Burmese script all around. Once you're in there, try the supermarket, I think it's called Zayyar. But there's more. And if they don't have cheroots there, they'll probably sell them on the streets at Leboh Pudu and Lorong Pudu.