A saddle for a sheeting head includes a pair of semicircular concave edges configured to seal a pair of rollers. Each of the oppositely facing concave edges includes a tongue that fits in a corresponding groove in the roller and a retracted concave edge adapted to wrap around half the roller surface. The saddle includes a top portion where the concave edges converge downward, and a bottom portion where the concave edges also diverge downward. A sheeting head assembly incorporating the saddle may include a sidewall, but the saddle need not be fastened. The self-locking characteristics of the saddle enable an assembly that omits sidewalls altogether.