More often than not, Thai loanwords are of Indic, Khmer, English or Chinese origin. Although loans from other languages do exist. For instance, องุ่น (grape). This word is of Persian origin (read: Iran), which is انگور, literally angur. In Thai it's angun. Notice that it's n at the end instead of the original r. The reason is because in Thai r as end consonant doesn't exist, instead substituted with n. For example, the Sanskrit loanword ahar is pronounced as aha[n] in Thai.
Rose is also borrowed from Persian – گلاب, literally gulab. Same in Thai except for some reason they make lab a rising tone. Which is a step up from Persian pronunciation (which is in high tone).
Cigarette is also borrowed from Persian - بوری, literally Bure (e as in see). I'm sure in Thai they changed the tone as well, and I'm yet to find out its Persian pronunciation.
I'll update when I know how they really pronounce بوری.
Edit: apparently Thai short vowel is longer than Persian. So for Thais to pronounce gulab the Persian way they would have to pronounce the "gu" shorter and decrease the tone associated with "lab" down a notch.