Yeah, that's what I've done at concerts I don't know how many times... Either that or my one-hitter, but the joint in the cig works great... I use a rolling machine, roll a nice sized joint, hollow out the cig with the end of a bobby pin (or you can roll it carefully between your palms- it'll loosen up and fall out, but be careful not to crush the cig) and I take the filter out with a thumbtack- just stick it in, and kind of wedge it out.