Two things.
I have done this with Cognac in the following manner. Got an empty box of 5vLimitada '06 that has a good seal for a box. I bought 5 5vGold cigars because they are mild. I filled two shot glasses up with the cognac and put them in two corners of the empty box and let them sit in there for a week to season the box, while this happened I let the cigars sit out for a week to dry out. After a week I put the five cigars in the box and filled the cognac shot glasses back up. Once a month I rotated the cigars and refilled the glasses. I did this for 5 months. The cigars definitely picked up some cognac sweetness in them, and you could smell it in the cigars before lighting them.
I think instead of using coffee (i haven't read the entire thread) you should use coffee beans. I think if you put some mild cigars, like the 5vGolds in a cigar box with a good seal and have some coffee beans in there, but not touching the cigars, that they might pick up the coffee flavor. Now that I think about it ground beans may even be better because of the larger surface area. You will have to switch the beans out with fresh ones when they lose their moisture. I would leave it for at least 5-6 months. I feel this may accomplish what you are looking to do better then using coffee in shot glasses or something to that extent.