In the past, that would not have been possible because the refills would dry out if not capped. I see now that some manufacturers are offering rollerball refills that can remain uncapped for extended periods of time. I'm not aware of a rollerball refill that is an exact substitute for the Parker refill. If there were such an animal, I suspect it would have a much shorter useful life as the ink capacity would be significantly less.
If I were looking for a cigar rollerball, I think I would go the conversion route. The Schmidt rollerball refill that I have is of similar diameter to a Parker refill and the tip diameters are the same. Only difference I see is the Schmidt refill is about 1/2" longer than the Parker. It would be easy enough to make up a cigar kit with a lower barrel that is 1/2" longer than standard to accomodate the longer refill. You could still use the Parker refills if you chose by making a little wooden or plastic plug that is the diameter of the refill and about 1/2" long although loosing the plug would be a concern.