I think filtered cigarillos would probably take away too much flavour, but regardless they are meant to be smoked like cigars and not cigarettes in that you shouldn't inhale the smoke. Matches or lighters don't seem to make a difference. People use wooden matches (not paper) or butane lighters all the time (some people use flint lighters with Zippo/low-odour fluid too, but that's a whole other debate). Like non-flavoured cigarillos, they are tiny cigars, not cigarettes, and will probably not taste like a cigarette. I do not smoke cigarettes, but I do know that the smoke that comes off of my cigarillos is much more pleasant. They are probably slightly less harmful than common cigarettes, but they are still burning tobacco products with nicotine... the greatest difference between cigarettes and cigars in general is probably the simple facts that you do not inhale them, and that they are reputed to have fewer additives. The vast majority of cigarillos are stored dry, even though most stores here keep them in their humidors anyway. I think it depends in North America, but I believe almost 100% of the European-made brands were intended to be dry. I think most of the major brands that I've seen, like Agio/Mehari and Panter make a "sweet" cigarillo, but I can't suggest any European brand that makes actual flavours like vanilla, cherry, grape, chocolate-pomegranate-lavender
etc... A Dominican brand, Tatiana, has a lot of different flavours and I found them quite nice, but I don't know if they sell them over there. In general, flavoured and sweet products tend to be absolutely hated by most people on cigar forums, but I still like them for a change of pace.