Holding the wand in one hand and the glue gun in the other slowly rotate the wand between finger and thumb as you gently squeeze out glue gun glue onto the surface of the wand. Try to keep it even and make a nice pattern. Start with one or two rings at the thicker end, leaving a space for the grip area, then make a crisscross lattice effect lower down the wand by rotating and moving the glue gun along the wand at the same time.
As the glue sets rotate the wand in the air to make sure that no uneven drips build up. The glue gun glue should be set in about a minute or so, but might be tacky for a couple more minutes so be careful what you rest it on to set properly.