I have had the idea for a crowd sourced import business for years now (I will never put it together, because I have other things on the go) for situations somewhat like this.
People arrive in countries with the allotted maximum and get a percentage. For tobacco, it's not likely so attractive, but maybe it is in places like Australia. In countries like Brazil, where "imported" electronics are ridiculously priced, there's a good profit margin if you have a buyer.
You could bring a new computer (certain models) and sell it at enough profit to take off about half your plane ticket. I think the game consoles that people are into are about the same.
A B&M in Sao Paulo used to be stocked with good imported blends, with exactly this scheme.
I'm guessing it is somehow illegal, but I've never seen exactly why. Just an assumption. If you could organize the masses, you'd have a pretty good racket in some places.