The method of forming self-attaching female fasteners by rolling a continuous metal strip including a central pilot portion having parallel sides and flange portions on opposed sides, severing at least the pilot portion and cold forming the rectangular pilot portion into a cylindrical end portion. Wing-shaped radial portions are formed in the pilot portion which may be severed or remain for anti-rotation features. The strip may remain continuous, wherein the severed pilot portions are spread and the flange portions are thinned or the strip may be severed into discrete fasteners. The female fasteners thus include generally cylindrical pilot portions and rectangular flange portions which may include rolled grooves.