1. Rolling pin (or toilet paper, or paper towel roll)
2. Glue/hot glue
a. First glue the yarn to the rolling pins or toilet paper rolls. Either use hot glue for quick dry, or regular liquid glue. If you use regular liquid glue do this in advance by about a day to give the glue a chance to dry. If you use toilet paper/paper towel rolls instead of a rolling pin you may want to add handles in some way to avoid messy hands.
b. Squirt some paint on a paper plate roll your yarn roller through the paint, then roll it across paper.
Paint is messy, take necessary precaution.