Roll over that edge thats gonna end on the outside of the wick (So no stray SS strands stick out when its rolled). I oxidize the mesh before rolling (Once on each side). After rolling, i oxidize with a Blow Torch i purchased from Harbor Freight (
http://www.harborfreight.com/micro-torch-42099.html). I oxidize from one end to the other, after each pass, i turn the wick 1/4 turn. After completing a full turn, i saturate with E-juice and burn. Then repeat oxidizing (4 more passes). Then do a ejuice saturation and burn again, then i go from there.
Make sure that the wick doesn't touch the bottom in the tank, and when wrapping a coil, make sure the Distance from Ground -> Wick & Wick -> Positive is as short as possible. Then, with the tank empty (wick dry) do some dry burns and watch your coil. Coil should glow evenly. Adjust coils until you get an even burn.
Now you should be good to go. Fill your tank and Vape away.
It took me a while to get the process down without resulting in shorts and uneven burns... take your time, have some patience. You'll get it eventually