Yes, although I'm flabbergasted that everyone else says their Cicero doesn't use them. I seriously need to take a lousy photo of him using the flame spell the next time he lights one up (Xbox user ...).
I read your comics and they inspired me. Now I always pickpocket Heimskr and leave him with jewels and food, and I also completed the Dark Brotherhood questline before even going to the Greybeards for the first time so that I could have him as a companion. And he's really an excellent companion. "Oh, if I chance to see a cat, I'll feed its corpse to my pet rat!"