Dense or heavy rolls are usually caused by not kneading the dough long enough. Be sure to knead the dough until it is smooth and elastic. If your dough is properly kneaded, it should slowly spring back when pressed with one finger. If it springs back too quickly, it is under-kneaded. If it does not spring back at all, it is over-kneaded. The same tips can be used to tell if the dough has been proofed enough. Too springy means under-proofed and not springy enough means over-proofed.