When roll crimping, you must have consistent lengths on your brass. Also, do as suggested and seat your bullets and then crimp separately. If necessary, use that neglected single-stage for this dedicated function. If you attempt to go too hard with your roll crimp, you will start crushing the cases, as the die will force the case down as you try to bring the ram higher into the die body.
Unlike cast bullets with a defined crimp groove, cannelured bullets don't offer much room to roll the mouth, so the crimp will appear to be somewhat minimal.
Unless you're making "whacker" loads, I doubt you'll have many issues with bullet creep (in or out) with your .44 Magnum hand loads. Try a cylinder full in your revolver and check the COL on the last round after firing the first four or five. I doubt you'll detect any movement in the bullet assuming you sized the brass adequately.