Green’s Dictionary of Slang

(US) religious fervour.

1928		R.J. Tasker Grimhaven 137: A coal-black fanatic gave a wild exhibition of coon-shouting and Nubian holy-rolling.
1939		‘Big Bill’ Broonzy ‘Dirty Mother For You’ in Oliver Screening the Blues (1968) 61: I ain’t no washfoot Baptist, and I can’t do the Holy Roll.