I roll it a bit loose at first, but then pack in bud on each end so that it turns out to be packed much like a cig and burns the same too. Pack the lighting end all the way to the opening and give a slight twist to close it off to keep bud from falling out. for the inhaling end I pack it so it tapers off 1/8" from the tip so that there won't be much of a roach left.

the end result looks very round, very smooth. I take a lot of time to do it, better to have one that burns evenly and doesn't fall apart in the end, or is packed too tight that ya can't pull any smoke through.