Lots of smokers don't really know how to do this, or at least not very well. I am always showing people how to do this, and it is easy, if you know a few little tricks. Also, I greatly prefer size 1.0 papers designed for rolling cigarettes, for bud as well; the larger sizes are hard to work with and most of what goes in them is typically wasted. If there is a group, I'd rather roll several individual J's with smaller papers than 1 great big disaster that will only make it around a few times if you are lucky.
The most common mistake people make is to put the bulk of the material in the center of the paper.
This leads to a cigarette that is fat in the middle and way to thin on either end...these are hard to light, hard to smoke and hard to keep going. What you really want is more like this:
You want to have extra material at either end, not in the middle. This not only makes up for any bits that fall out when rolling, but also keeps the ends wide enough for good airflow.
Finally, when you roll, you want your index fingers and thumbs to start off touching each other in the center of the paper. If you can't slide the top and bottom of the paper together easily, your fingers might just be to dry for a good grip on the paper - try slightly moistening them if so.
You can see i first slide the top and bottom edges of the paper together to make sure the contents are packed tightly and my grip is good. Then, starting in the center with fingers touching, I twist up, rolling my thumbs outward toward the ends.