I tried this last year after seeing something similar on Pinterest. It was not as easy as it looked and it took much longer than anticipated. In the larger one, I used pages from Azure Magazine. The paper was very thick and hard to curl, but the colors were lovely and the thicker paper gave it heft. I made another with Nevada maps for a friend. The map was more pliable.
I used:
stick glue on paper when rolling
pair of needle-nose pliers to roll the paper consistently
glue gun to adhere to board
paper was cut in strips one inch wide and folded in half
Look on YouTube for some great tutorials on the techniques on different shapes.