They also alleged their sentences were manifestly excessive.
The Court of Appeal rejected their bid.
The pair then took their case to the Supreme Court and in June last year it made an order "directing an inquiry to be undertaken by an independent practitioner of the jury foreperson".
The Supreme Court's final decision on the case was released today and the appeal was dismissed entirely.
Justice Joe Williams said the juror had provided a formal statement through the inquiry which "ends the controversy".
There was nothing in his statement that suggested he was unreliable – and an application for the defence lawyers to cross examine the jury foreperson was refused.
There is, the Crown argued, no longer any proper basis (if there ever was one) upon which apparent or actual bias could be established.
"We agree ... that on the evidence of the appellants and (the juror), there is no basis upon which to infer apparent or actual bias on the part of (the juror)," said Justice Williams.
"There is, in the final analysis, no inherent conflict between (the juror's) statement and Dante Rolleston's affidavit.
"Dante Rolleston says he bullied (the juror), but (the juror) says he does not remember either Dante Rolleston or his bullying.
"Whatever Dante Rolleston did to (the juror) - if anything - it was not memorable by comparison to the treatment (the juror) received at the hands of others he remembered vividly."
Justice Williams said the court had been asked to prefer the evidence of the Rolleston brothers over the juror.
However the Supreme Court was "unable to accept" the proposition.
"Following consultation with counsel, (the juror) co-operated in the inquiry and did not at any stage express a wish to exercise his right to silence," said Justice Williams.
"The obvious inference is he had nothing to hide.
"What Dante Rolleston perceived as active staring at him may not have been a conscious action on the part of (the juror) at all. He may simply have been staring in Dante Rolleston's general direction ... Dante Rolleston has simply overvalued his impact on and interactions with (the juror).
"There is certainly no proper basis on which to apprehend that a fair-minded lay observer appraised of the factual background might reasonably perceive a realistic possibility that (the juror) was not impartial.
"He was clear that he did not associate the person he initially thought was familiar (presumably Dante) with Brooke Rolleston.
"A critical link in the chain was therefore missing. This meant there was no point in addressing further the question of whether the appellants were required to demonstrate that (the juror's) partiality had affected the attitude of the wider jury."
Justice Williams said unless a defendant's right to a fair trial before an impartial tribunal was genuinely at risk, jurors "should not be exposed to the stress of a forensic inquiry into their actions and motives".
"As the evidence produced by the inquiry in this case did not suggest anything untoward had occurred in relation to the discharge by (the juror) of his duties as a juror, there was no good reason to impose further on him or his colleagues," he said in the decision.
"The application to cross-examine the foreperson is dismissed.
"The appeals are dismissed."
Justice Susan Glazebrook also commented on the appeal – having ordered the inquiry.
She said she agreed with the reasons for dismissing the appeal.
"I write separately to explain my reasons for ordering an inquiry in a bit more detail," she said.
"On the material before the Court at the time of the hearing into whether an inquiry should be ordered, there was a credible narrative suggesting possible bias on the part of (the juror).
"I therefore agreed an inquiry should be ordered. I note that the inquiry was carefully constrained so as not to cover jury deliberations.
"I comment that, had the "plausible narrative" been confirmed even in part after the inquiry -which it was not - then there would have been no need for any further inquiry.
"The only issue would have been whether the narrative in fact meant there was actual or apparent bias on the part of (the juror).
"If so, then there would have been a miscarriage of justice.
"As it happened, the results of the inquiry showed no apparent or actual bias on the part of (the juror)."
During the trial Rolleston and Roche denied the offending.
When interviewed by the police, both men admitted having simultaneously engaged in sexual acts with the complainant but maintained it was consensual.
SEXUAL HARM - DO YOU NEED HELP?
If it's an emergency and you feel that you or someone else is at risk, call 111.
If you've ever experienced sexual assault or abuse and need to talk to someone contact the Safe to Talk confidential crisis helpline on:
• Text 4334 and they will respond
• Email support@safetotalk.nz
• Visit https://safetotalk.nz/contact-us/ for an online chat
Alternatively contact your local police station - click here for a list.
If you have been abused, remember it's not your fault.
