The two circle roller is that circular discs (diameter R) are interlocked perpendicularly to each other so that the distance of the center of the discs is R times the square root of 2. This object has a peculiar property that its height of the gravity center is always constant for any attitude of the object. The convex hull of the two circle roller has also the same property.
The shape of this object is very similar to the Oloid roller, however, it is essentially different.
Please use milling machine. If you do not have any milling machine or 3D printer, please assemble a paper-craft of this object.