These days, “roll your own” is much different. Stores sell boxes of filtered cigarette tubes and have automated machines to stuff them.
You pour the tobacco in the top of the machine, set the amount in each tube and put the tubes in a hopper in the front.
The roll your own shops are a bit like speakeasies, since they sell all the components and supply the machines, but you do the work yourself to avoid taxes.
Just wait a year and there will be revenuers coming after these places.
Mail order cigarettes or tobacco is not a separately categorized “mailed” product requiring different compliance's than any other mail order product. The “Jenkins Act” applies to “all” mail order products period! It is a “Federal” law and thereby governs all mail order retailers of all products whether they are reservation based or not. It is not legal to avoid taxes. It is not legal to tamper with the U.S. Mail by “anyone” without a search warrant. As a United States Citizen you are free to make your own choices. Penalties can be imposed if certain states discover that cigarette taxes have not been paid; however, no penalties will be imposed for any other tobacco product. “Federal” Statute says you can legally have 60,000 cigarettes in your possession for personal use only.
A RYO just opened up in my neighborhood. A "carton" (190-210 smokes) sell for $27, damn near half the price of a carton of Marlboros. The proprietors will blend the bulk tobacco to match the consumer's preferred brand. The only catch is you have to buy a cigarette case because you literally get a box of 200 cigarettes. No individual packs.
More power to them, I say. If I could find a black market dealer, some "Tony the small time mobster"-type to sell me cartons out of the trunk of his Chrysler, I'd give him my business in a second without losing a wink's sleep over it.