Green’s Dictionary of Slang

Harry Wragg n.

[rhy. sl. = fag n.3 (2); ult. Harry Wragg, the jockey and trainer whose career peaked in the 1930s]

a cigarette.

[Ire]B. Behan Scarperer (1966) 81: ‘Have a drink and a cigar.’ [...] ‘If it’s all equal to you, I’d sooner have a Harry Wragg.’.
Kinks ‘Harry Rag’ 🎵 Harry rag, Harry rag / Do anything just to get a Harry rag / And he curses himself for the life he’s led / And rolls himself a Harry rag and puts himself to bed.
[UK]S.T. Kendall Up the Frog 20: ’E offers me one of ’is Harry Wraggs, but I sees ’e ’as a Spanish Guitar on ’isself.
[US]Maledicta II:1+2 (Summer/Winter) 117: Literature provided [...] Harry Wragg = ‘fag’, after a once-famous jockey, but fag in the sense of cigarette, not US faggot.
[UK]P. Wright Cockney Dialect and Sl. 103: Harry Wrag ‘fag’.