Hi there! I've made a few rolled handles, and the way I do it is as follows.
you'll need:
saddle stitching chisel (I use 7 teeth per inch, you can use an 8 or an awl and overstitcher)
2 blunt tipped harness needles (I use the smallest ones I can thread)
wax coated harness thread (6 twist preferably)
a piece of sash cord
leather strip 3-4 oz as long as your handle needs to be + billet lengths
tanners bond or simmilar glue
Ok, this is simple, I wont go into how to stitch as that is another topic.
mildly case your leather so it bends better, don't soak it or it'll get harder than a McDonalds bun at 3pm. cut your sash cord about 1/2" shorter than the handle minus the billets at either end. Lightly glue the edges where you'll sew it together, and roll the leather around the sash cord. I allways cut my leather strip with a 3/16 allowance on both sides (diameter of sash cord x PI + 3/8"). I use those wide paper clips with electrical tape on the clamping part to keep rust from staining the leather to clamp it. After glue dries, just use your dividers to measure your stitch line 3/32" from edge and punch and stich it. Voilla! one solid rolled handle! Hope this helps, email me with any questions..... Stephie