I'll have to try crossbow bolts. Hadn't thought of grinding skill via ammo crafting. The assembly plant seems entirely worthless now. It used to have some uncapped skill gains there like strength so you could get some use out of it after reaching the training caps but I think the caps for everything that can be trained at the assembly plant are low enough that you can get the same stat to the same level or greater with less time and effort doing something else now.Crossbow bolts are 3 times as effective. I typically get something like a total of 4-8 points artisan or blacksmithing, if I spend all day and night crafting bolts.
Yes, cigar room is horrible. 2x2 hours = 0.1 science = 40 hours / 10 days to get +1 science. The only worse option I can think of is to grind the assembly plant.
The chemical plant job is even worse. You're actually more likely to LOSE stats than gain them there IMO while also wasting a ton of time and making hardly any money. Those jobs really need a revamp.