Unfortunately, there isn't much information out there on the subject. But here at the Bayblab we don't take "I don't know" for an answer, so rather than disappoint our reader here's what the literature has to say:
First off, most of the relevant research out there deals with cigarettes not cigars, but they seem a reasonable proxy to answer the original question. Secondly, there is very little dealing with rolling and not smoking.
Some background on roll-your-own (RYO) cigarettes - Compared to factory made cigarettes, smokers of RYO are exposed to similar carcinogen levels as measured by post-smoke metabolic markers. This is true both unadjusted and adjusted for variable such as puff duration, BMI and age. However in Canada, where 17% of smokers use RYO cigarettes, those smokers are less likely to quit, more addicted to nicotine and heavier smokers.
Smoking is known to have cutaneous effects such as poor wound healing, premature skin aging and of course oral cancers. Association with melanoma is inconclusive. However, in studies of melanomas on the palms and soles, there is actually in inverse correlation with smoking.
Again, this all has to do with smoking an not rolling. Presumably smokers have more skin contact with tobacco and tobacco smoke than non-smokers - think of the telltale yellow fingertips - yet have reduced incidence of melanomas in this area. This suggests that dermal contact with tobacco, while contributing to several other conditions, doesn't increase the risk of cancer in the finger or hand. Taking this, and despite the dearth of data on rolling alone, I will tentatively say that the people hand rolling your cigars on your next trip to Cuba are not at considerable increased risk of 'finger cancer'. But I will await the definitive study.
To read more about cancer and cancer research, check out the latest edition of the Cancer Research Blog Carnival that went up at Health and Life on Friday.