Yes, I roll my own. However, since I do not find good deals on bulk film like I once did, I no longer roll as often.
I have used plastic film cassettes with screw-off end caps, metal film cassettes with pop-off end caps, and scratchless felt-free proprietary film cassettes. Even though they only work in specific camera models and are very expensive when compared to the low-cost metal and plastic cassettes, I prefer the felt-free cassettes. The felt-free cassettes I have are indestructible, very reliable, and most importantly, do not have the felt-lined slit that traps the abrasive material that can scratch film.
Even though each cassette will hold enough film for 36 exposures, I prefer 30-exposure rolls (3 frame leader, 30 exposures, plus 3 frame trailer).
I have used Watson and the Lloyd bulk film loaders. I prefer the Watson because it works better with my scratchless felt-free cassettes.
To avoid loading and unloading my bulk loader when I needed to change from one type of film to another, I bought two bulk loaders so I can have a different film in each. Another way I avoid loading and unloading is by having enough film cassettes to completely empty my loader.