I use zig-zag ultra thins, I like to grind my material first, If I don't have a grinder I will scissor the hell out of it. First I fold the paper then indent the ends as kind of a stop, (I mostly do this if we are going to travel with the joints, ever pull out a joint and half fell out of the paper? I hate that, this method prevents it. Although the joint will be slightly shorter.)
Now fill the paper with your choice of smoke, then even everything out so all your material is balanced throughout the paper.
Next evenly twist it up don't let the paper crumble all together in one section, this will always cause runs, boats whatever they are called where your from, once to the top lick the glue and seal.
Here I do things a little different, I will poke the material back in the end then twist the ends.
Now I snip the ends with scissors keeping it so the hole is small.
Then place it in whatever you like for traveling. I throw em in my cigarette pack currently, but trying to quit so hopefully not much longer. Rolled like this they can be tossed around a good bit and never worry that when you pull it out half of it will be empty. I am sure there are better ways, this is just how I've been doing it for the past 30 years. I am pretty proficient as I probably roll well over a thousand of these a year.