I wouldn't mix it with anything. There is a huge confusion in hair loss forums about substance absorption through the skin and the magic dalton number 500, I am sick of people repeating this nonsense ad-nauseam. There are three kinds of ways substances can cross a cell membrane: passive diffusion, osmosis and active transport. Sperm motility allows it to permeate using
active transport, part of this motility is actually enhanced by PGE2 (google it and you will see). In any case, I have pointed out an example of topically applied Hyaluronic acid, were they detected its
polymer size of up to 40000 daltons in the skin and even freaking blood after topically applying it to human skin.
http://www.ncbi.nlm.nih.gov/pubmed/10571728
Like I have said before, put semen in a cup and let it sit there for days, it won't evaporate or anything. But as an experiment, put it on your skin and it will absorb in minutes.
Yes that has been my experience also, it was very painful with the 0.5mm after waiting 3 days (after the deep rolling with 1.5mm), I would never do it again, unless I have a 0.1 or less roller, I won't add more inflammation to the healing wounds. It's counter productive. I would just go with very deep thorough rolling session once a week (like odabalk suggested earlier).
In any case, PGE2 is critical for any kind of regeneration, be it hair or anything from stem cells