My 5 month old has started sleeping on his side and covering his nose/month when he sucks his thumb. He can not yet roll from his front to his back when we practice during the day. when I try to roll him onto his back but he instantly rolls back to his side and puts his hands on his face. Should I be concerned? Is there something I can do to stop him? For context we have nothing else in the cot, he is not swaddled and I always place him down on his back.

Red Nose recommendations are to “always place baby on back for sleep” not baby must always sleep on their back.
https://rednose.org.au/article/red-nose-safe-sleeping-recommendations

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 

Some babies do like to suck their thumb/fingers or cover face with hands as a settling technique.
Good to see you have stopped swaddling/wrapping & moved him to his cot.
Babies need arms free & the space of a cot to roll well & safely.
Ensure mattress is firm & flat & nothing soft or loose in his cot.
Continue to always place your baby on back for sleep.

As he rolls straight back to his side when you turn him, there is not a lot to be achieved by trying to turn him back from his side.
Parents are not expected to sit up all night watching their baby.

How does he go with tummy time when awake?
Increasing tummy time when awake is important to build upper body strength to roll well (both ways)
This might mean increasing frequency of tummy time, rather than how long he is on his tummy each time.
Is he rolling from tummy to back during tummy time, holding his head well &/or reaching for toys?