That is a fabulous looking cigar pen. I think the problem with the ash, is that its all the same colour.
Try using a technique called dry brushing. Take three colours dark grey, light grey and white.
Start with the dark grey. Using a small brush dip it in the paint, then dab most of it off. Now flick the tip of the brush across the tops of all the ridges. The harder and more often you do this, the deeper the dark grey will go into the low points. BUT, don't get it all the way down inside. Now let this dry.
Next do the same thing with te light grey. Make sure you do it less than the dark grey.
Finally do it again with the white, but only lightly touch the tops of the ridges with the brush.
What his is doing, is creating depth and shadow with paint. Its a great technique used by miniature modelers. You can easily get carried away with this technique. Using the same steps with red then onrange and finally yellow, can give the illusion of burning embers.
Good luck.