Some double rollers do come off separately, but I am not sure about the Bunn.
I would say though that I have never heard of anyone removing a roller via a lathe, seems a little dangerous to me. If twisting a very tight roller you may be surprised to find you are actually turning the balance staff rather than the roller and this could potentially loosen the rivet?
But removing a roller should not be a chore. Many staking sets will come with a roller remover, the bergeon (nut cracker) roller remover is quite safe but takes practice to use safely. And of course there is the Platax tool.
I have taken some pics of how to setup the balance in a staking set for roller removal wether it is a single or double.
You should not need to use a hammer. Downwards pressure using your fingers should be enough.
And out of interest, for those who don't know this punch is used for fitting single rollers back onto the staff the grooves are obviously for the impulse jewel: