Objects roll when their center of mass remains at a constant height. If we create interlocking disks such that the height of the center of mass does not change, we can get them to roll. The key parameter is the depth of the slot. I could explain the geometry behind determining the slot depth needed to get the disks to roll, but Matt Parker does a great job in the attached video.
The original request for rolling disks came from a Math professor. He brought a stack of CDs with him and we cut slots in them on a band saw. The problem we ran into is cutting accurate radial slots to the correct depth into a round object using a band saw. They rolled for a short distance, but the inconsistent slots combined with the low inertia of the CDs gave us results that were underwhelming. Since bigger is better, the next version was make out of 16" diameter bar stool tops. This worked pretty good, but construction issues were the same as for the CDs, only bigger. Trying to get the slots fit together tightly, but not too tight was the biggest challenge. I drew the disks together industrial clamps and still came up a little short (then, of course, I could not get them apart again).
3D printing the disks gave me the most accurate slots. My design is 3mm thick and180mm in diameter (because that's how I roll), but could easily be scaled up or down with the printer software. If the disks are difficult to slide together, file the edges of the slots. A little light oil will help as well. Total print time at medium speed and 35% fill was about 6 hrs.