I made up a bunch of .44 loads using cigarette papers and the only ones that I did not have fire on the first round were the ones where the powder charge was small, like about 15 grains. The paper had not broken when I put it in as the ram could not seat the ball far enough. I went to 20 and had no problems.
Most all of the paper burns and I have not had a problem with paper remaining behind. I just don't overdo it when using cigarette paper, keep the paper to at the most one half overleaf of the roll, and let the things set for a few days before cutting off the 'tail' to as close to the charge as I can get. The glue still holds the tail shut until rammed in, but the paper rips anyway around the ball as it is shoved in, so loose powder still gets behind the paper apparently to help with ignition.
So I figure that the cigarette paper is merely a container for the powder until it gets into the gun.
The Doc is out now.