By baby is 15 weeks and has begun rolling from back to front. They sleep in a cot, in a sleeping bag with arms out. Can I keep babies hands covered with the inbuilt mittens that is part of their onesie or should their hands be uncovered for sleep?

Red Nose has no specific information about the use of mittens on baby during sleep time.
Are you concerned it may make it harder for your baby to roll?
Is baby rolling both ways yet?
Remember, always place baby on back for sleep?

Here is Red Nose information about baby rolling.
https://rednose.org.au/article/what-do-we-do-now-that-a-baby-has-started-to-roll-over