Roly Poly 's an American chain of sandwich stores. They first opened their doors in Atlanta, Georgia, in 1996. They've over 170 franchises in 27 states. History The first Roly Poly Sandwich Shop opened in 1996 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 (1986) and in Key West, Florida (1996) before building their franchise system. ==… (More on Roly-poly)