I've always retrohaled kind of naturally. I thought it was a common thing until one of my smoking buddies mentioned a video suggesting the practice can increase enjoyment. He couldn't get the hang of it. I tried to describe how I accomplish the apparently learned skill to little avail. He's doing better now, possibly due to my instruction.
With out the added influence of a cigar, can you breathe through your nose while keeping the back of your throat open? So, lips together, mouth "open", throat open as well, all air passing in and out of your nose. The exhale portion of this will be the retrohale. With the cigar, pull the smoke in per usual, remove cigar from mouth, then keep lips together, mouth open, throat open and exhale through your nose. I don't think I'm doing a good job of explaining, but then again now does one explain to do something that's always come natural?
A theory of mine is that this has something to do with the sinuses as a whole, for example, I really struggle to hold my breath under water and not get a rush of fluid up my nose. My buddy has no problem with that. I can only keep submerged while completely exhaling breath out my nose in an effort to keep the water out.