Not sure what the items are you want to run through the mill with your metal, but here are some general guidelines that I follow while doing what I call "roller printing":
1. make sure the metal you want to imprint is annealed
2. make a "sandwich" of the rolled object. In other words, put another piece of metal on top of the material you are using to imprint your metal.
3. Depending upon what object you are trying to imprint, you may want to experiment with the amount of pressure you put on the imprint sandwich with your rolling mill.
Have a blast. It's a quick and cool way to put design into your metal.