I use the typical Snap-on rollers and I STILL see breakage as well. I'm trying to stretch/transition my hair and I've been switching from the blow dryer to doing more rollersets and when i took the rollers out,I was a little shocked to see all the shed hair wrapped around it.
I'm thinking
its the manipulation of wrapping wet hair tightly around the roller and then having the heat shrink it back to normal size and it starts to snap from the tension. There is no real way to avoid it i think. As long as its not overly excessive and I do everything I can: deep condition, hard & soft protein treatments,moisturize, etc.
I'm also wondering if its breakage from me stretching my relaxer or just breakage from rollersetting period. I've never rollerset my hair before this much so i dont know how much shed hair would be there if i were to actually relax again.