If you're sending them to the Wool Board then yes, wrap them as shown.
If you're keeping any for handspinning, you may want to amend the process slightly. If you can manage it, skirt them thoroughly first, then wrap as for Wool Board but not so tightly. Fleecewife has written up somewhere that if you can let the fleeces air stretched out flat for a while before wrapping, that's helpful. Ideally, don't stretch and distort the neck wool - and you may prefer to not make a hole in the fleece to tuck the neck wool in, but simply hold the fleece together while you put it in its paper, cotton or polyprop sack and tie the neck of the sack (or pillowcase.)