What kind of torch do you have?
I hold one corner of my mesh and heat an area till it turns orange before moving around, I do this on both sides and I do it throughly (there is no such thing as to much in doing this). Before torching fold over one side so that when you roll your wick the folded end is exposed to the wick hole and the mesh, that way no stray mesh will potentially short.
Roll your wick on a straightened paper clip, I used a jumbo size. My mesh was 325, cut to 50mm (5cm) x 20mm (2cm). Once it is rolled, pull the paper clip out just a bit (make sure at this point your paper clip isn't coated with a clear plastic), and torch till glowing both sides of the circumference, flip the wick around and slide the paper clip partially in and torch till orange the other half on both sides.
Then I take some straight VG juice and soak the wick and light it with the torch, I let it burn out on its own. Then I soak and light again, but this time after it lights fully I blow it out and relight, then blow out, till it wont light again. Then I soak and repeat that last procedure one more time. Now the wick should be good and prepared for getting rammed into the insertion hole, insert your paper clip, put your Kanthal under the negative post but don't break off your excess just yet. Now start your wrap with a 45 degree angle up the wick, TURN your device (don't try looping the Kanthal cause when you do this it allows the Kanthal to relax and will leave areas where the wire doesn't lay correctly, turning the device allows you to keep some pressure on the wire as you wrap. Once you get the number of wraps you want, snug the wire under the posi screw and tug on the top of the mesh, if your mesh will not move up and down with a tug then you wrapped too tight, if there is zero resistance then you wrapped to loose. Basically your wick should move up and down inside your freshly wrapped coil and if it does you can then tighten your positive post.
If the piece of wire coming off the neg screw to the wick is too lose then loosen the neg screw and adjust using the dog ear of a piece that you didn't break off when you first started, as I mentioned up above somewhere. Same thing for the positive screw, if that piece of wire is a bit loose at the top then loosen the posi screw just a bit and adjust before cutting your dog ears. Now I usually put a little juice on the wick and coil and pulse fire. Some will tell you to use a partially drained batt and I am sure that is wise advice but I don't usually think about that when I am doing it and have never popped a coil (that means the next 10 I wrap will pop immediately

).