How about filling the cigs with a bit of sparkling stuff. I don't mean a cracker, that's a little dangerous. Not every one either, just the odd one so she keeps her wits about her.
Or a ransom note. Threaten to post the footage you have of her doing this. Of course, you may or may not have any.
Maybe you can swap them for a pipe or something then accuse her of taking it ... while your on her front doorstep.
This is hilarious. There is nothing better than weird neighbors to provide entertainment. We used to have a family across the street that at the time drove me nuts with leaving their car doors open for days at a time, dad passed out drunk in the driveway in the mornings, high school daughter running around in her underwear, etc. Now that they are gone, I actually miss the entertainment - it was harmless to me, and they kept up their house/yard, so I couldn't complain about them.
Losi 8T 1.0, Savage Flux - XL style, LST XXL, Muggy, 3.3 E-Revo Conversion and sitting outside 425hp, 831 Tq Dodge Ram Turbo Diesel. It SMOKES