Interesting questions.

As for the Montegrappa.

1. I think it is sort of a neat gimmick but I would not pay big bucks for it.
2. IIRC, it is a thick pen but that is a user preference.
3. Don't know, I am a user, not a collector. I have 5 or 6 MG pens and would rather have the tortoise Extra or another Cosmo series pen than the cigar pen.
4. Original SRP was around 400-500 USD, IIRC. I looked at this one at a dealer in Atlanta and decided to pass.
5. Don't know but if you google Montegrappa cigar the fifth hit is a very reputable seller in Asia who is well know on all the forums. He has the regular one and the rose gold one available but the price is not listed. You will need to email him. If you cannot find the listing let me know and I will email it to you.

The Dunhill
I have one Dunhill fountain pen, it is okay but not a great pen IMHO. The fp I have is made by Namiki I believe, don't know who makes their roller ball pens or ball points.

I looked at the image of the Sentrymen but did not see one with a diamond pattern. There is one encrusted by crystal and there is a carbon fiber one that has a pattern.