Besides the obvious cigarette holder,
Possible accessories;
If they can pull-off an opening umbrella at this scale, would be great!
Trigger detail on the handle, to invoke all the gadgets:
(similar to HotTotys Mando whistling-birds or flame attachment effect) .
Flame, sparks, and a couple of different color smoke attachments:
Include a nasty jar of sardines ....
a mechanical/stuffed penguin...
I think he had a weird hypnosis Penguin noise maker gadget too.
The giant Penguin for Mayor buttons, and a few Posters
the boxing glove attachment was preposterous, but he was lethal with it
If including something for him to steal?
The "Priceless Folio of Famous Parasols" might be the most significant.
All or some could make for some fun accessories.