How can I correct this Brandy Snaps disaster?
You will have to put on your asbestos chef's fingers and roll them while hot I'm afraid. You should leave them for about 15 seconds once they're out of the oven. If you leave them for too long to cool you can always pop them back in the oven for a few seconds to re-soften.

One thing that might help you is silicon baking sheets. Not only are these very 'non-stick', they also flexible, so you can use them as pseudo-oven gloves to roll the brandy snaps up.