There is increasing interest in filling the gap of miniaturized terahertz/mid-infrared radiation sources and, particularly, in incorporating these sources into micro/nanophotonic circuits. By using rigorous electromagnetic methods, we investigate the lasing conditions and the electric-tunability of radiative and non radiative propagating surface-plasmon modes in cylinders made of active materials coated with a graphene layer. A detailed analysis of the lasing condition of different surface-plasmon modes shows that there is an abrupt change in the gain required when modes become nonradiative. Although radiative modes, subject to both radiation and ohmic losses, are expected to require more gain compensation than nonradiative modes, we find that, counterintuitively, gain compensation is greater for nonradiative modes. This is explained in terms of a change in the distribution of fields that occurs when the character of modes switches from plasmonic to photonic. Finally, we assess the feasibility of our proposal by using a realist gain medium and showing that a relatively low population inversion is required for the stimulated emission of the studied system.