Well, as jif said, do what works for you. Here's a video I made, technique a little different. As described in the post, I hold the wire to where it slides across the "beam" of the gizmo and as it coils, the wraps push the previous wraps of the coil (and the mandrel) outward. That is how the picture on the manufacturer's website showed, and they pretty much have to touch each other. They make 30 wrap coils for jewelry, seems like a waste of time to me . . .
http://www.e-cigarette-forum.com/forum/clearomizers/510520-coils-made-easy.html
These days, I hold the wire with needle nose to get better tension on the coil.