I start with a 1" x 1" piece of 400 SS Mesh. Then I fold over 1mm on one of the edges and smooth it flat. Then I roll starting from the opposite edge so the folded edge is on the outside, around a small screwdriver or needle. Then I slip it of the screwdriver and roll between my thumb and middle finger till it's as tight as I can get it. That creates a nice tight roll without any frayed edges on the outside.
Then I use a small pair of vice grips and clip the last 1/8" of one end to hold it. Heat it up with a lighter or a butane torch till it turns bright orange. Put a couple drips of juice on it, and heat till it's orange again. Then drip some more juice on it and hit it with a lighter and let it burn itself off. I do that about 5 times. (It is nice if you have PG or VG so you don't have to use your good juice for this part.)
Now wrap your coil around it. I find it easiest to just leave the Mesh roll in the vise grips for this part. Put it on your atomizer, snip the extra coil wire but not the excess mesh roll, drip some juice on it, and test. If you get no glowing spots then snip the excess and enjoy.
If you do get glowing spots, slide the mesh over(you have about 3/4" to play with, after all) and try again. You may need to drip juice and burn with a lighter another time or two. You may need to use a toothpick to shift the coil wire a little bit. Once you get it to not glow, snip off the excess mesh roll, and enjoy.
It usually doesn't take that much toying if you oxidize it right, but sometimes it does. Luckily SS Mesh doesn't have to be changed that often.
I had someone on reddit ask me recently if you could take a mesh wick and stick it vertically in the feed hole. Forgive my naivete', but isn't that the only way a mesh wick would work in this arrangement? With cotton or silica, you can have dangly bits that hang out the ends of the coil (which doesn't touch the floor of the atty) that would hang down and suck up the juice on the floor. With a horizontal mesh wick, how does the juice actually get to it?
Simple. Surface tension and cohesion. Take a drop of water and drip it on a countertop. The bubble it makes is like 1/8th to 1/4" tall. With the coil/wick setup in the Chalice, it will probably be about 1/16th" from the floor of the atomizer. All it takes is for the liquid to come in contact with the wick, and the heat pulls it right up. I'm using a horizontal SS Mesh wick right now in my Mark-T and fired it without the top on, just so I could test that theory.