If your sail is Icarex it can be a PITA to get a nice rolled hem from the sail itself since icarex doesn't stretch and the TE is curved, so I don't bother. I cut some 1/2" strips of chikara (coated ripstop nylon - hard wearing, doesn't fray and doesn't need to be hot cut). Then I fold it in half and sew it over the TE with a 2mm-ish zig-zag. Then I sew any reinforcements over the top of that.
You can sew the leechline in as you go or you can thread it through after sewing with a long needle(slow) or a guitar string
On a ripstop nylon sail its much easier to get the hem to curve because the nylon will stretch, so a rolled hem is doable.
As ever there's more than one way to do it
For tensioning the leechline - if you fix the line at the tail and tension at the wing tip; assemble the kite, pull the leechline through the nock with only slight tension and with your thumb crease the line either side of the nock where it bends then release, fold the line in the middle between the 2 creases and tie a loop keeping that fold as the end of the loop. The knot uses enough line that it tensions it just about perfectly
Alternatively just add enough tension to tighten the line but not enough to cup the trailing edge.
For the line I always use 150lb dyneema / spectra