These little pests are two or three millimeters long and borrow pinhead size holes into the wrappers and tunnels throughout the filler of cigars.

It's unlikely that you will ever have a problem with them since the tobacco industry takes measures to prevent them from ruining their products.  If you do find yourself with an infestation of tobacco beetles

you can kill them by freezing them for four days.  Four days in the freezer is longer enough to kill the eggs, larvae, pupa, and adult beetles.

Place the cigars that haven't been destroyed or laced with these pests and their droppings in a Ziploc bag and freeze them for four days.  Slowly bring them back to room temperature by placing them in the fridge for a day and then a cooler or something similar so they don't thaw out rapidly.  Sorry, but you'll need to do this to all of the cigars in the infected humidor.

Tobacco beetles don't just make their living in tobacco.  They also live in leather, rice, dry pet food, spices, cereal, etc…

They start off as eggs and then hatch into larvae (grubs).  They do a lot of damage as larvae since this is when they start to borrow and eat, storing energy to enter the next stage of their life cycle.  After six to ten weeks as larvae they enter a pupal stage, this is when they form a cocoon for a week or two before emerging as fully mature adult beetles that are capable of mating and laying up to 100 eggs.

Fully mature tobacco beetles live for up to a month, but if they lay eggs there are many more to come.
Now you have to remember that since these little suckers are eating your cigars, they are also excreting all that expensive goodness that you were going to enjoy right there in your stogie.  So I don't suggest smoking a pest-infested cigar.  Just cut your losses and throw the bad ones out and try to save the good ones by using the freezer method.  Insecticide probably works too, but now that I’ve mentioned it I have to state "DON'T PUT POISON ON YOUR CIGARS AND THEN SMOKE THEM" so I don't get fired.