He wondered, as he did so, if they did not represent an unnecessary note of strain. Mrs. Barrows smoked only Luckies. It was his idea to puff a few puffs on a Camel (after the rubbing-out), stub it out in the ashtray holding her lipstick-stained Luckies, and thus drag a small red herring across the trail. Perhaps it was not a good idea. It would take time. He might even choke, too loudly.
Does choke in the example mean "cough"? It looks like since he is smelling a cigar for the first time it might make him cough so loudly that the neighbors would hear it.