I roller set my natural hair all the time. I prefer using mesh rollers b/c it helps my hair dry faster. An hour and 45 minutes with my soft bonnet but I just got a Pibbs so I am hoping to decrease that some.
I use the green mesh rollers from Sally's where you take the brush out. I also have some Annie ones that are 1 3/4 inch that are pretty nice, too.
I use very diluted setting lotion and I wrap my hair with saran wrap afterwards to get it straighter. Sometimes I don't even have to flat iron the roots.
This page on my website shows how I roller set step by step with pics!
http://www.long-healthy-hair-advisor.com/roller-set-natural-hair.html