A Roll Rat is fed down a hole rather than by hand. Put Giant Bee Honey in your last hotbar slot, wait for it to burrow into the ground, then aim at the hole and press the last-slot key to throw the honey in. Repeat every time it burrows again. Honey is the only thing it accepts, and a dig that turns up nothing costs more than half a find, so throw into the hole rather than scattering it around.