I always use a roller I have a really good one with loads of rings on it.
The first time I long reined Axey with a saddle on, I put the reins through the stirrups but didn't attach them to the saddle, so as soon as I aked him to turn, the stirrup went up the rein and hit him in the face
I always use a roller unless backing a horse when they need to start to feel a saddle on their back. A roller give more options and is just more practical.
I use a roller for lunging and a saddle if I am long-reining. I always make sure the stirrups are secured by a spare stirrup leather attaching them under the horse's belly though! I find this gives me more scope to use the reins when long-reining than a roller.