In 1996 the first Roly Poly Sandwich Shop opened for business in the Buckhead section of Atlanta, Georgia.company founders Linda Wolf and Julie Reid had been rolling sandwiches in their shops in New Canaan, Connecticut ('86) and in Key West, Florida ('96) before settling on Atlanta to officially begin building their franchise system. Today, there are over 125 Roly Poly Sandwich Shops throughout 24 states.