What you said about rolling is partially correct. More specifically, the first time that you roll in any screen (i.e. entering a level, or just entering or exiting a bonus stage), it is slower than normal, then all subsequent rolls are faster.
But, if you roll right after landing from a jump, Donkey/Diddy will roll quickly instead of slowly, even if it's the first roll.
A fairly good example of this is in
this video, at around 1:34. Notice that after jumping across the pit, I roll, and it's at full speed, even though it's the first roll that I did after doing one of the bonuses. Then all subsequent rolls are fast too. This happens elsewhere in the video, although I jump as soon as I start rolling (1:03, right before the midpoint, and 0:21, right after the oil drum), so it's hard to see in those cases. But you can see after those points that all rolls are fast as well.
Sorry if my explanation is complicated. DKL's physics are weird.
