This in context clearly means something like a cigarette:
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I realized how awkward I had been, got embarrassed, and muttered something. Elena gave a short laugh.
A колодка can be a shoe-tree or the sole of a hand plane, but in the nineteenth century it could also be “a section of a tree, cut in two, with an opening carved in the center, in which in former times a prisoner’s legs were secured by fastening the ends of the two halves… 477 more words