As others have said, the rolled hem foot just rolls the noseeum, and the shell does not go through the foot, but passes under it. In the picture, you may be able to make out blue chalk lines that I use as I guide. I offset these such that when I keep them in line with the edge of the presser foot, the attachment point is where I want it.
The rolled hem foot takes a bit of practice to operate. Noseeum is one of the easiest materials to use the foot with, in my experience. If you use 1.1 ripstop, or even worse, sil for your practice runs, you are likely to give up on this technique in short order. With 1.9oz ripstop or noseeum, it is pretty easy to use. One trick I use, which may not work on all machines, is to take the foot off after getting the rolled hem started. This makes inserting the fabric into the foot really easy by just sliding it a few inches towards you along the edge of the fabric and then back towards the needle. Without doing this, it is a bit tricky to get the fabric into the foot correctly at the start of the hem, and the first inch or two may not look perfect.
I have not done any pull testing, but the rolled hem appears to be a lot stronger than simply attaching the noseeum without rolling. I believe one of the Jacks posted that they roll hem the baffles in their quilts. I think they probably have a good reason for going through the extra trouble.