Jeff has posted a nice tutorial showing how to run Roller on Geronimo. Note that he's using a HEAD build of Geronimo, so you might have to build Geronimo yourself or wait for the next release. I've heard rumors the next release will ship with a Web-only version (i.e. Tomcat and JMS), so that might be a good fit for Roller.
As for pre-compiling JSPs, that's on my to do list.
There's been a few "how to run Roller (or AppFuse)" on X server lately. IMO, the best howto is no howto - it just works. I recently tried AppFuse 1.9 on JOnAS and it ran w/o any changes. Since it uses a Spring-managed connection pool and doesn't require any server configuration, this is how things should work. I've had similar results with AppFuse on Jetty and JBoss (and Tomcat of course).