My 4 month old baby has just started rolling so we’ve transitioned to the arm out version of the sleeping bag. This however means that now his arms aren’t kept as warm as when they were in the sleeping bag. We’ve added another layer using a long sleeve singlet instead of short sleeve, but his hands are quite cold now the weather is getting cooler. I’ve seen you’ve said ‘ don’t worry if baby’s hands and feet feel cool - this is normal’ so assume we are doing the right thing? Or is it ok to use a jumpsuit with mitten hands (thinking probably not since this restricts hand movement if he needs to roll back to back?)

It can be difficult to work out what may be the most appropriate clothing/bedding for baby when sleeping.
Red Nose recommends dressing baby according to the room temperature, rather than trying to modify the room temperature with heating or cooling.

Is he now in a cot as he is rolling?

It is not possible to give you specific guidance for dressing your baby, as every baby is different.
Red Nose has the following general information.
You could try a long sleeve onsie - ensure if it has mittens that they don’t cause difficulty with him rolling or come loose.
If his sleep is not disturbed from usual, he is unlikely to be cold.

“Dress baby and use layers as you would dress or use layers yourself: to be comfortable, neither too hot nor too cold.
Dress baby for sleep and add/remove lightweight blankets to ensure baby’s back or tummy feels comfortably warm to the touch.
Remove hats, bonnets, beanies and hooded clothing from baby’s head as soon as baby is indoors.”  -
Always sleep baby with head & face uncovered.
“A good way to check baby’s temperature is to feel baby’s back or tummy (don’t worry if baby’s hands and feet feel cool - this is normal)...................
Consider how many layers that you as the baby’s carer are wearing comfortably.”
https://rednose.org.au/article/bedding-amount-recommended-for-safe-sleep