I blocked mine and it doesn't roll. I think that was on the blog 'Fig and Plum' She used a worsted weight cashmere yarn. Maybe the bulky yarns are less prone to rolling?
You are most likely correct with that, Tejer. I have made several and the yarns with 'body' did not roll then I made one with Noro Kureyon and it rolled so badly that I had to frog it. So stick with a bulky yarn. jolene