You can touch the rollers, it’s not that big of a deal as long as
you’re keeping the rolls oiled. The oil on the rollers is probably a
good thing, as long as it’s a residue, not a thick brown coating.
(They ship with a thick coating on them for protection in transit.
If that’s what you’ve got, clean it off with WD-40.)
The things I would to do a brand new mill are: (in order)
(A) Make a cover for it. Heavy canvas. Keeps the dust off, but
breathes to let moisture out. (Dust can either get rolled in,
scarring the rollers, or serve as a starting point for rust. Bad in
either case.) If you keep your rolls oiled (not everybody does) you
really need a cover: oil attracts dust, which starts rust.
(B) Lay in some oils. First would be LPS-3. (Orchard hardware
sometimes carries it, or (mscdirect.com) It’s a reasonably thick rust
inhibitor. Keep the rolls covered in that in-between uses if you
expect it’ll be more than a few days until you use it again. Messy
as hell, but your stuff will not rust. Wipe it off with WD-40
before you use the mill. Second, get some WD-40. It sucks as a
preservative, and it’s not much good as an oil either, but it does a
pretty good job as an oil solvent, and it will keep the mill clean
while you’re running. You might also investigate the nature of the
oil/grease recommended for the bearing blocks and gears as long as
you’re buying oil. (check the manual.)
© Make foam oiler pads. Find a dead couch, and scavenge the foam
out of one of the pads. You’re looking for open cell foam. (The tan
fluffy stuff) Cut a strip of it so that it fits the width of the
rolls, and is tall enough to crush down under the lower one. Load it
up with light oil. A light oil like sewing machine oil is what
you’re looking for. Do the same thing for the upper roller if you
can, jamming the foam up above the upper roll. Since that one moves,
the upper pad will need to be thicker.
The idea is that the pads wipe the rolls clean and then oil them as
you roll. You’ll need to clean them off, and/or replace them every
so often, but that’s not a big deal. If you know you’re going to be
sitting for a while, pull the pads out before you spray the rolls
down with LPS-3. You don’t want the foam sitting still in contact
for months at a time.
Hope that helps.