Youre just turning it the wrong way irregardless of where you clamp it or if hair sticks out (although for me I always clamp at the bottom as I cannot imagine how to roll it from the top hahah).
After you clamp it (lets say the thin clamp of the iron is on top, hair in the middle and the barrel at the bottom - although that shouldnt matter either) you have to turn the barrel so that the hair goes over the barrel first, not the clamp (so that should be turning inwards if I am thinking of this right). So its over barrel then over clamp. Then you wouldnt have the weird line, and it wouldnt matter if you have some hair sticking out of the clamp since it will roll/bend in the right direction.