Lanzarote, and the rest of The Canary Islands are duty free, therefore most countries apply limits as to what can be brought back after a visit.
The temptation, particularly with cigarettes and tobacco, is to take back more than the allowance, because some big profits can be made as the cost saving is significant.
However, there are potentially big penalties for doing so.
These are the current UK allowances for duty free goods from abroad:
200 cigarettes or 200 tobacco heat sticks or 100 cigarillos or 50 cigars or 250g of tobacco
18 litres of wine
42 litres of beer
4 litres of spirits or liqueurs over 22% or 9 litres of fortified or sparkling wine or alcoholic beverages less than 22%
£390 worth of other goods
Full details can be found on the HM Revenues & Customs website.
Explaining how duty free and VAT works in Lanzarote: Duty free, VAT and all that stuff.