I have to be extremely super careful with mine because they roll so easily. Sheesh...I've had that bridge on there since 82. You'd have thought the rollers would have frozen up by now
I suppose you could spray the treads is something to "gum" them up a bit the add resistance/traction to the roller threads. Maybe plumbers tape.
I've got Schaller roller bridges on two of my basses and one of my guitars, and tbh I've never had a problem with the rollers moving when I changed strings...but I've spoken to a couple other bassists* who do have that problem, and they both recommended putting a dab of clear nail polish on the threads on either side of the roller saddles.
*edit: also, see Zooberwerx' post above.