Using a proof and bake dough
When I retard dough in the refrigerator and then plan to do a final proof in a proofing box, I tend to put it right in from the fridge.  I don't know that there's any advantage to letting the dough come to room temperature first, other than making your final proof take longer (and there's no advantage to that, given that you've already developed flavor through retarding the dough).

In fact, for shaped rolls that have been retarded, I'd worry about taking too long for the final proof: I'd be afraid the rolls might deform with a longer proof and/or the outer skin of the dough would lose elasticity and cause the rolls to spread horizontally, rather than rise high during the bake.

So, for preshaped rolls, I'd put them in the proofing box right from the fridge.  

If. on the other hand, you've retarded the dough in bulk or in rough rolls you plan to reshape before the final proof, then perhaps it would make sense to wait for the dough to come to room temperature -- then shape and do final proof.  (Though in that case, you can also bring the dough to room temperature in a proofing box too if you like.  I'd just wait to do final shaping when the dough is closer to room temp.)