You can use nearly anything, I've seen people use talc, chalk, sawdust, etc. Helps to use a high quality cyanoacrylate glue and not grocery store "super glue".
You don't need cigs to do that with thin super glue. I've done it with fine sawdust and even bone powder (from making grips). I'm sure a lot of powders will cause a similar reaction.
Fair warning, don't get it on you if you try this. Needless to say, it is HOT, and it will bond instantly to anything it touches. Especially skin. Ask me how I know....
Also, brains is right. The higher quality CA glue is better, and you want it as thin as you can get. The thick/gel type won't cure as rapidly.