Right off the bat- (pun fully intended) I feel that I need to state, that I am not an expert. I have only been spinning for about a year. There may well be better methods out there, but this is the method I have found and fits me. Here's a photo of my kit on the go, at a local coffee shop. My Teasing Board if from Fancy Kitty, the dowels from my woodpile (Arctic Visions Studio), and the paintbrush was a Wall-Mart generic. (The coffee is from McCafferty’s Coffee House.)
I use a small Teasing Board, and two dowels,. and a stiff plastic bristle 1 inch paintbrush. This entire kit easily fits in the box within which the Teasing Board was mailed to me. The dowels are 1/2 inch and 3/8 inches, with the half-inch one having a grove sanded into the length of it so the 3/8 fits in snugly. (Basically a c shape much like a celery stalk.)
The Teasing Board allows you several options when laying out your rollags, the first I learned (and the reason I tried this in the first place) is to use thin color wisps stuck through the blending cloth, using color theory to match and blend, and the paintbrush to help smooth the blends.
The next step then is to remove the dowels. Smaller first, slide it out gently, then the larger should easily follow. And that's it- the rollag is now ready to spin.