Colloidal probe microscopy, a technique whereby a microparticle is affixed at the end of an atomic force microscopy (AFM) cantilever, plays a pivotal role in enabling the measurement of friction at the nanoscale and is of high relevance for applications and fundamental studies alike. However, in conventional experiments, the probe particle is immobilized onto the cantilever, thereby restricting its relative motion against a countersurface to pure sliding. Nonetheless, under many conditions of interest, such as during the processing of particle-based materials, particles are free to roll and slide past each other, calling for the development of techniques capable of measuring rolling friction alongside sliding friction. Here, we present a new methodology to measure lateral forces during rolling contacts based on the adaptation of colloidal probe microscopy. Using two-photon polymerization direct laser writing, we microfabricate holders that can capture microparticles, but allow for their free rotation. Once attached to an AFM cantilever, upon lateral scanning, the holders enable both sliding and rolling contacts between the captured particles and the substrate, depending on the interactions, while simultaneously giving access to normal and lateral force signals. Crucially, by producing particles with optically heterogeneous surfaces, we can accurately detect the presence of rotation during scanning. After introducing the workflow for the fabrication and use of the probes, we provide details on their calibration, investigate the effect of the materials used to fabricate them, and report data on rolling friction as a function of the surface roughness of the probe particles. We firmly believe that our methodology opens up new avenues for the characterization of rolling contacts at the nanoscale, aimed, for instance, at engineering particle surface properties and characterizing functional coatings in terms of their rolling friction.