I don't think you're going to find any Conlon Nancarrow Piano Rolls
available at this point, but that should change sometime down the road.
Jurgen Hocker was involved with Conlon (read the bio published a few
years ago) and Jurgen gave a presentation on the rolls at the MBSI
convention in Schaumburg, IL last year.

Some of Conlon's rolls were copied by Playrite years ago (mod-1970's?)
but I don't believe they were ever offered to the public.  It is one of
these Playrite recuts that Jurgen demonstrated at the MBSI convention.
His copy is autographed by Conlon.

Jurgen left one (Study #21?) with me to have copied, which I did, but it
is not for sale at this point pending some plans to recut the entire lot
of them.  My impression is that the copyright owners plan to offer them
at a premium, packed price.  If I learn of any news, I'll pass it on
here...  but don't hold your breath!

Regards,
Rob DeLand