I gave up smoking decades ago but 'roll your own' to avoid the taxes is a great idea (no filters I assume.) It's so 1920s/Temporance/bootleg like.
And states like Maryland that patrol the borders looking for residents bringing cigarettes in probably are not looking for plain tabacco.
Filters if you want 'em. Some of today's home rolling machines are pretty sophisticated...
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.
You can roll your own with filters. In the 70s, I used a Laredo machine, canned tobacco and loose filters. Today, I use a different machine with tubes prefitted with filters and bagged tobacco. If government tries to tax that, I’ll find another way. Screw them.