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The saran wrap you see in the first pic, I rolled it with that. I'll be honest though, the first pic and second pic are of two different fatty's (both done tonight though, and my first time with a fatty). The second one came out much better with the girth more like that of a kielbasa. The first one had not been 'pressed' enough and split in the smoker. My ends were twisted and pressed inwards to make the whole thing nice and tight. I put them in the freezer for about twenty minutes while I got the WSM ready.
I've had practice rolling fatties before, but never quite like this...