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I used some cheap plastic wheels with a bearing insert and ran them in some appropriately sized alloy channel. It's not captive, if it's windy, I can secure the roof down with some 3/8th bolts while it's open, but I've rarely had to do that. When closed, the roofing iron overlaps a little to keep out the rain (which it does pretty well) and is secured by 4 bolts per section. The only problem I've had structurally over the last 10 years or so are the pine fence palings warping and splitting. I'll fix those up this Easter.
The alloy channel (which is quite small and cheap) has stayed surprisingly clean and the bearings run freely. If I were doing it again, I'd just get some bearings ($5 or so) from the local bearing supplier and use them - say around 40 - 50mm OD with an inside diameter to fit either whatever bolts you have or some threaded rod you could cut to size.
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