I roll mine but not on its own.
I was getting fed up with rolling the sleeping mat and bivvy bag seperately and then stuffing the sleeping bag into its own bag so I combined them all into one. Very time consuming and a pain if it's raining.
The sleeping bag and mat now live inside the bivvy when I'm out and about. All I do is remove the plug from the mat in the morning (make sure its at the open end of the bivvy) and then roll it all up together from the bottom and finish with two straps. Setting up is quicker too, just remove the straps and throw out the roll, the sleeping mat does the rest
Don't forget to seperate them all again when you get home for the reasons mentioned above.