I don't know how long the Millie leaders are. I made a set for my Ult 2 from cotton duck I bought at Hancock's. I made the take-up roller leader from 48" wide material, and the top and back roller leaders 36" by buying 72" fabric and cutting it in half. I then sewed a 1" pocket on the cut edge of the back and top leaders, and on one of the selvege edged o the 48" piece. I also serged both cut ends of each leader.
Why so long, you ask. Partly because it was simple to size them that way. No cutting on the take up, and a single cut down the middle for the top and back. But mostly, I did it that way because I wanted long leaders. I sit and pin my quilts from the front of the machine. It was a bit of a struggle with the original short leaders. With a long take-up leader, I can roll out as much leader as I need to comfortably pin. The excess leader fabric takes up almost no space on my rollers.
I used double sided tape to attach my leaders to the rollers. It allowed me to carefully lay down a straight line of tape - I think I used the seam in the roller as a guide to keep the tape line parrallel to the roller. After the tape was set on the roller, I removed the tape covering, and carefully stuck the selvege edge of the leader fabric to the tape. After that was done, I put masking tape down the entire length of the attachment -half on the fabric, half on the roller. I also put about six or eight strips of masking tape perpendicular to the roller, about 3/4 of the length around the roller. I did both ends, and several pieces throughout the length. I added the masking tape to provide additional strength to the joint. After a while, the masking tape becomes almost permenent, and won't come loose. Pay attention to the direction the roller turns the leader on so that you don't fold the fabric back over itself when it's rolled, thus putting more stress on the joint. They've been on nearly 4 years now, and have performed to my satisfaction. Hope this helps. Jim