Step 1: The glands of Moll are modified, apocrine sweat glands situated near the roots of the eyelashes at the lid margin.
Step 2: They do not open directly onto the skin surface. Instead they open into the hair follicles of the eyelashes, or sometimes into the ducts of the adjacent glands of Zeis.
Step 3: This distinguishes them from the Meibomian (tarsal) glands, which are modified sebaceous glands in the tarsal plate opening at the lid margin, and from the glands of Zeis, which are sebaceous glands opening into the lash follicles. So the correct answer is the hair follicle.
Step 4: They open neither directly onto the skin nor into the tarsal plate nor into the Meibomian ducts, so those options are wrong.