In Dissonance Theory we see the park operators discussing a request from The Man in Black for "a pyrotechnic effect, low yield, two charges". He then lights up his cigar, puts it in the jail cell door keyhole, which blows up seconds later. Another few seconds later, a second cigar blows up in the mouth of a prison guard (who happened to light it up exactly at the same time?)
How did The Man in Black make that request?