I've liked using these labels previously: https://www.amazon.com/gp/product/B07S5H6B88/
I've also used these from Rollo as well: https://www.amazon.com/ROLLO-Thermal-Direct-Shipping-Fan-Fold/dp/B01M9AR01Q
If you order any of these and for some reason they don't work well, you can always send back to Amazon for a refund.
Whatever you choose to purchase, make sure they are "direct thermal" labels to ensure they work with your Rollo.