Krystm, are you talking making the coil and then sliding it on the wick, or do the wick and screw, wrap coil then unscrew the screw out when you're done?
I make it on the screw back it off and then slide the wick in. I feel this is good because then you cannot get the coil too tight on the wick causing it to choke. Watch out though because if you happen to barely get it in there cotton still expands like crazy and can cause it to choke.
I have tried the paperclip and wrapping the wick but I always choked it with cotton as it was too tight. So far I have made 2 of these and they seem pretty good. I have flooded a few times so I may have too much or to little cotton. The guy using the 2mm screw said he just used that and #4 Medium cotton. I have #4 cotton but couldn't get it in at all so Using 2 strands of it and it seems to be working well. YMMV though.