Beginner Question about Parchment Cones

Are you folding the top in from both sides before rolling it down to create the grip, as I suggest in the video? If you do this and apply all of your pressure from the rolled-down grip (not the center of the cone), you shouldn't have any backflow issues.

Be sure not to overfill the cone. That can make it much more difficult to "get a grip" on it. Go watch Julia's video again, you'll get the hang of it!

I roll down the top and then fold in the corners. To pipe, I hold that end between my thumb and my hand.