I think both of these are preference decisions. The unopened tins of small cigars are stored that way at your B&M so there is no reason why you cannot store them that way at home, as long as your humidor is set up properly.
The cellophane question has been debated more than I can tell you. What it really boils down to is what are your intentions for the cigar and how well can you take care of them. I personally like to take the cellophane off of my cigars as I just prefer to have them more exposed to the humidity in the humi. If I kept the cello on they would still remain humidified, I just feel like the aging process occurs more rapidly without the cello. (Keep in mind also that you may prefer to have them age more slowly) It is important to keep a constant environment in your humidor if you are going to age the sticks, especially without the cello to protect them. Also, if you tend to move your sticks around all the time or can't resist handling them, you may want to keep the cello on to keep them from being damaged. As for a Nic making a milder smoke stronger, i don't believe that would happen. If you were to keep the cigars together for an extended period of time there would be some marrying of flavor between the two, but that would not necessarily make the milder one stronger, just different. I am rambling on now so I will quit. I hope that answers your questions.