We have the roll-up bag and it works great. Have had no issues with the windows, and it is really handy to have them available when on the road.
We have had our for about 6 years, the felt wrap is solid, but the nylon sleeve is sun bleached, a couple of broken buckles etc.... We are planning to get another.
As far as rolling the windows, the windows are stacked in the felt cover, with a layer of felt between each window. We roll from the rear window bottom bar and end up with a 6 or 7 inch roll. Slip the nylon sleeve on, clip it to the sport bars and no worries.