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They are excellent smokers, Blueview, but you need not build any cake in them as the cob itself is absorbent enough. Be careful not to heat them up excessively, as it is possible to burn through them. That said, they may feel a little warmer to the touch than a similar briar pipe will, especially the Washingtons, which sometimes have thinner walls. I have one in my collection and it smokes fine, but if you get into some of the larger pipes, like the Country Gentleman, Diplomat, or General, you may find that they heat up less.
Glad you've seen the light of the cob!