Should ciabatta sandwich rolls be dry and dense?
Ciabatta should be crusty, with a chewy crumb and big air pockets. Neither "dry" nor "dense" would be adjectives one would associate with good ciabatta.

This is what good ciabatta should look like:


Source: Michael Ruhlman (highly respected recipe and author)

Sometimes the loaves may be flatter, but the chewiness, big air pockets, and crustiness are what define good ciabatta.


Source: Brown Eyed Baker

If you can't find good ciabatta at your store, would you consider making your own? Both of the above links have highly regarded recipes. The Brown Eyed Baker link will lead you to the same recipe as in the video I'm about to mention.

I have had great luck with America's Test Kitchen's ciabatta recipe and video, but it only shows the forming of loaves, not rolls. This recipe describes a method for shaping ciabatta rolls. I really appreciated the video since I had never before dealt with a dough so "wet" (80% hydration, nearly pourable). ATK offers a 14 day free trial, so I'd recommend trying it and checking out that video. These pictures are from my first ciabatta from ATK's recipe:



I was very pleased, I followed every little fussy step in the video. That broke it down into manageable chunks, and made it seem easy.