My DS was exactly the same, as soon as he worked out how to roll he was rolling onto his tummy in bed... Only problem for us was that we were still wrapping him, so had to wean him of that pretty quickly.

At the end of the day they are going to sleep how they want to sleep. My DS also moves around a lot in his cot and yes sometimes does get an arm or a leg stuck. I swear by the sleeping bags, if he had sheets or blankets he would definately end up underneath them. We haven't had any problems with the sleeping bag getting twisted when he rolls, it seems to move pretty well with him actually.