Ehomaki is a kind of Norimaki. We eat it Setsubun, Feb 3rd. It is said that eating whole Ehomaki without slicing makes us happy throughout the year! And when we eat Ehomaki we must toward Eho direction.
In Kanto(around Tokyo, Edo areas), Norimaki traditionally has more slender form so that we can feel the Nori taste (Nori-roll). So fat style of norimaki like Ehomaki is called Futomaki (Fat-roll).
In Kansai(around Osaka areas), Makizushi(rolled-sushi) is the traditional term instead Norimaki. And it has originally fat form. So they call fat Norimaki(like Ehomaki) Makizushi. And many people use Makizushi instead Ehomaki at Setsubun ,too.
It is said that Ehomaki custom started in Edo era at Kansai. But Reliable source of origin is unknown. Osamu Shinoda, the author of 'the Sushi book' essential book of Sushi studies wrote :
In 1969, he had a meeting of folklore about food culture in Kansai. And the day was Setsubun. One of the member said he saw the advertisement of Makizushi in front of Sushi restaurant. He asked other members(members were the experts of Japanese folklore or foods) about that. Only one member knew such culture and explained that at the beginning of Taisho era(1910s) this custom was already there.
Setsubun is the season of pickles of Japanese radish, so people put it in the center of Makizushi and ate it toward Ehodirection. But people in Geisha-downtown only had such custom. So author suggests that many people hadn't had such custom. (Shinoda, 1970)
Eho is the key term to understand Ehomaki. Eto is the twelve zodiac signs of Chinese astrology. And Eho is annual Eto direction. In Japan this custom started at Heian era(794-1185). In 1872, Japan adapted the solar calendar and excluded Eho custom as superstition. But until now, Eho is popular as happy direction.(Fukuda 1999)
Eho-mairi is the custom that people visit shrines and temples at Eho direction and pray. In Kanto, Eho-mairi had held at the beginning of the year. But in Kansai, at Setsubun.(Fukuda 1999) I guess this tradition is the origin of Ehomaki.