Watch this how to video to learn how to roll a cigarette without a filter or roach. The principle is the same as rolling any other cigar. You want to either lay the tobacco across length of the paper evenly if you want a straight ciggy. Add less tobacco at one end and more at the other if you want a conical cigarette. You roll as before, using your weaker hand to roll the end you're going to smoke and your stronger hand to shape the rest.