The cigars Banacek smoked were actually George Peppard's private stock of panatelas from Club 21 in New York (they were the same cigars he smoked as Hannibal Smith in The A-Team (1983)).
None of the strange, supposedly "Polish" sayings liberally quoted by the lead character is genuine. They were all invented by the script writers with humorous effect in mind. On top of that, "Banacek" is a typical name from Slovakia, not Poland.