I've not tried making the rolls without xanthan gum - must admit I was rather attributing the decent bread like texture to it's presence (rather than the revised 'flour' mix) but it's possibly worth a shot without it. Extra egg, probably white only, given my experience earlier this evening, might be enough.
Up-thread there was a kind baker (sorry, can't remember who / when - wish the benefits of this WoE would start kicking in) who suggested that yoghurt might help with the rise; and you could try the bicarb / vinegar trick. Sorry, I've not had a go with any of these yet.
Cheers, FatDog