I’m not sure I agree anymore! I feel like with a three finger grip it’s quite easy to do DBX on a single string, or at least, not any harder than doing a single escape motion. I think it may be a little harder to recognise that your doing DBX and not single escape and then the next level of difficulty is maintaining DBX across multiple strings with solid tracking without slipping into single escape.
It makes me think that starting with rolls is a big ask, to me that seems like you would need very high levels of familiarity with DBX so that your not slipping out of it while rapidly changing between three or more different strings. Even high level bluegrass players will choose not to alternate pick their rolls instead