Going back to talking about tobacco, I live in Italy where it is not possible to send / receive tobacco, not even shipments within the territory are granted due to stupid medieval laws linked to the fiscal monopoly.
Those who do it, do it at their own risk, the consequences are severe, both in terms of sanctions and judicial problems (complaint, court, lawyers, etc.) I am lucky enough to live near Switzerland, thanks to a dear friend who lives there I have the opportunity to receive tobacco from countries where it can be shipped.
I always try to follow the rules, always with 250gr of admitted quantity, sometimes they arrive without duties and sometimes with duties, I think it is at the discretion of the customs officer who is there at that time, since the differences are also in the packages coming from the same seller.
The packages from SP and PT arrive quickly, those from WCC and Steve F. instead make strange rounds, probably because they are entrusted to different couriers (Globalpost etc.) before arriving at the USPS centers.
Easier to receive from Germany, where shipments are generally entrusted to DHL which does the customs clearance operations on its own, and if you stick to the rules of quantity allowed, the costs are very low.
I have never lost a package to date.
And of course, Switzerland is not in the EU bureaucratically speaking.