Palm rolling without wax is pretty much pointless. The only reason palm rolling got so popular was because when you use wax, all of those frizzy hairs you palm roll down, get sucked into the wax.
Without wax, there's nothing for those hairs to get stuck to. They may lay flat for a few hours, but they just pop back up when you sleep, or wash.
That said, there is a way to palm roll and see progress. You have to do it A LOT and daily. But... This will do a ton of damage. Not only to your roots, but to the lock itself. The heat caused by the friction of rubbing your hands together does extreme damage. It rips the hairs in the body of your locks to shreds. This thins out your locks and weakens them.
So, moral of the story: palm rolling won't prevent locks from forming, but it will prevent mature locks from lasting a lifetime