zipflint, I just did the same thing yesterday and it does work pretty well. Mine does not look anywhere as good as yours does though. In fact, it looks like quite a mess, but it works well. I used 3mm Ekowool. I find Ekowool hard enough to work with without it fraying badly, but torching it to keep it rigid then opening it to fit over the ss mesh, only succeeded in making it fray. I have to find a better way to do it, but as sloppy as it looks, it does work well. I have also found that I still have to leave the fill hole cap out in order for it to fully wick well. It improves juice taste as well, although I never got a particularly bad taste with just ss mesh.
I just reread everything I typed above and it sounds as horrible as my wick/coil looks, it's early still and I have not ingested enough coffee yet.
I have found a way that works quite well for cleanly sheathing the mesh with 3mm ekowool that I have been using.
I use a piece of ekowool longer than the wick, so about half an inch or so sticks out both sides. I use the ekowool non-torched to keep it soft. So I slide the mesh wick inside the ekowool, pull the ekowool tight over the mesh wick, then tie off the ends of the ekowool with some thin kanthal.
It's kind of like a tootsie roll wrapped up in a paper wrapper, with the wrapper being the ekowool and the tootsie roll being the mesh wick. This keeps the ends from fraying while wrapping the coil. I also roll my mesh wick about a quarter inch longer than usual, you'll see why later.
Then I wrap the coil. I usually wrap my coils off the atty, and then install the whole wick and coil together at once. I put the coil about a quarter inch lower on the wick than you normally would for whatever device you use.
Then I torch the whole thing, this stiffens the ekowool in a tight strong pattern around the mesh wick. I like to make sure it's glowing before I stop torching it. Then, carefully, using some tiny clippers I trim the bottom part of the ekowool off the mesh wick below the coil. Then install the wick and coil, connect your wires, and make sure everything looks good. Then take some clippers and cut that extra quarter inch you left at the top.
It's kind of an involved process, but the finished product turns out excellent. It's very clean and fraying is much less of an issue. Personally i prefer mesh in contact with my coils but it's kind of a fun build.