Roman blinds, following his actions in confusion when he offers the case and the cigar. Then it dawns it, it's a mystic code. Do I have to smoke? He hasn't seen Lord El Melloi II use it, so he can always speculate.

"Oh, thank you," he takes the offered code and its cigar. "Leonardo's going to get mad at me when I return smelling to tobacco." He says that to cheer himself up over the idea of wandering to something unknown and dangerous.