I have a 9 month old, who can roll confidently, sit up and crawl. He has just started rolling on his belly during sleep. For the last few months we had a heat pack next to him to stop him rolling . Should we lose the heat pack and/or let him sleep on his belly? (Still in our room and have a baby monitor).

Most babies will be rolling over by 4- 5 months…...some earlier, some later.                             
This is normal as babies grow & become stronger.
Many babies then prefer to sleep on their tummy or side.
This is not something that needs to be stopped. It is important to make his environment as safe as possible.
Remove the heat pack from his cot.

Do not use anything in cot to restrain or prevent baby from rolling well.
“Do not use any devices designed to keep baby in a particular sleep position. These can be dangerous and they are not recommended.”

https://rednose.org.au/article/what-do-we-do-now-that-a-baby-has-started-to-roll-over

I assume he is no longer being wrapped/swaddled - he has his arms free?
Still always place him on his back for sleep & let him find his position.