Rolento does well against fireballs. Stinger (all versions) is completely projectile invincible on the way up from frame 1 (meaning you can even use it to avoid meaty fireballs on wakeup.) Mekong Delta Roll also has projectile invincibility, and allows him to close distance with relatively little risk (unless you get too predictable with it.) I’ve seen Nemo throw lots of instant stingers in neutral to keep up with meter gain, and then focus back-dash the fireballs to build up U2.
Mid-range zoning you have the right idea, just keep in mind that your goal is to get into c.lp range. c.hp, s.mk, s.hp are used from outside that range to punish the opponent for trying to stop your advance. Once they’re afraid of pushing buttons, the idea is to establish max c.lp range, where Rolento is most dominant.