My 4.5 month old has started rolling back to belly and last night was the first time that she has done this in her sleep. She can roll belly to back as well. I know the recommendation is if they get themselves there and can roll back to leave them but I wanted to check. Last night when I checked her, her arm was hanging out the side of the cot through the wooden railing and she was face down on the mattress. Should I be putting a mesh bumper to prevent limbs getting caught? If I find her nose and mouth down, should I roll her back?

Most babies will be rolling over by 4- 5 months. Some  earlier, some later.
This is very normal as babies grow & become stronger. 
Many babies then prefer to sleep on their side or tummy. 
This is not something that needs to be stopped. It is important to make the “new” environment as safe as possible.
https://rednose.org.au/article/what-do-we-do-now-that-a-baby-has-started-to-roll-over 

Have you now ceased swaddling/wrapping her? 
Have you moved her to her cot from bassinet?
Babies need arms free & the space of a cot to roll well & safely.
Ensure mattress is firm & flat & nothing soft or loose in her cot. 
Continue to always place your baby on back for sleep.

Some babies do face plant at times.
If you wake & see her “face planted” try to gently turn her face to the side.
Parents are not expected to sit up all night watching baby. This is not achievable.
Mattress firmness (& nothing loose or soft in cot) is also important when baby is faceplanting.

How does she go with tummy time when awake?
Increasing tummy time when awake is important to build upper body strength to roll well (both ways)
Can she hold her head well, look around & reach for toys?

Red Nose does not recommend the use of any type of bumper, including the mesh ones. Many babies do tend to get an arm or a leg thru the slats in the cot, but the likelihood of injury is vary rare.
If you do decide to use this, please ensure the mesh bumper is applied exactly as stated in instructions. (there has been some concern expressed by Manufacturers that there may be a risk of entrapment if product is not applied as instructed.)