Checked the wiring diagram in the workshop manual.
The cigar lighter fuse is #31!! (It was listed as #3 in my Jeep in-car operating manual/book).
Tested fuse #31, it was ok.
Tested the open circuit at the fuse holder - 12.5V, so OK.
Tested the cigar lighter (with the fuse in) - weird ass V fluctuation!
Pulled the fascia off and mucked around with the plug, blew a bit of metallic dust out, bent some prongs...
Problem solved!! I 'think' that the fine metallic dust (from socket friction etc) was acting like a resistor.
Easy solution in the end!
Eric.