Somebody commented that some of the spinlock dumbbell bars have threaded parts that can be too rough or too sharp for the palms. I had this same experience when I changed my old dumbbell with a longer type so I could have a medium distance grip on the bar.
Alternatives for a Comfortable Exercise
One way around this problem is to wear workout gym gloves to protect the palms. However, unless you use workout gloves that cover the entire hand, the fingers may be vulnerable to cuts and scrapes. Many of the regular workout gym gloves protect just the palm area and not the whole fingers.
To do away with workout gloves and provide more comfort to the exercise, there's a better solution.
Buy a pair of handle pads that are made with some foam cushion. You can find these in some hardware stores or in bike shops. Some of these are simply foam tubes that can be slipped on bicycle handle bars or the like. Shown below is a pair of blue handle pads that I bought for $1 and the current long dumbbell bar I use for the wrist roller exercise.
Some of the handle pads are open only on one end. Mine are hollow on both ends.
Remove the spin lock dumbbell collars and insert the threaded part into the handle pads. If your handle pads are open on both ends, replace the spin lock dumbbell collar as shown below. This will secure the handle foam pads on both ends.
You can now perform the Wrist Roller Exercise on the dumbbell safely and with a bit more comfort because of the foam cushion.
Note: You can apply this same technique of cushioning the dumbbell for this wrist and strengthening exercise also.