In the scene where Liz snatches the packet of cigarettes back from the "Cancer Merchant" the pack doesn't have any plastic covering and is slightly open.
Mallory chose to smoke real cigarettes during production but alternated with menthol cigarettes in some scenes to try to minimise irritation to her throat. In some scenes, she is smoking the white butted menthols. The "Winboro" cigarettes are officially cork patterned butts.