Nice!!! I started the first US Embassy Cigar Club in Iraq and can offer you this one huge pointer: Embassies have what's called a CLO (Community Liaison Office). Among other tasks, it's also basically like State Department's version of MWR (since I see you're a Coastie).
You'll need to go through them and tell them you want to start a club that attaches the US Embassy name to it, officially, and they will get the proper permission from the Chief or Deputy Chief of Mission. There is no DOS rule against cigar clubs, so long as you're not PROFITING from it (using any and all gained funds to give right back to Members). Once permission is granted, you can put "US Embassy" on your apparel, coins, cigar labels, mugs, whatever and you're okay.
Apart from being in compliance with rules and regulations governing the use of "US Embassy," though...... the CLO will also put the club meetings and herfs out on internal official calendars, send out scheduled emails, distribute flyers for you, etc... They have funding just for that sort of thing!
Good luck, brother! Sounds like a blast and what a GREAT location to have some herfs!!!