The Circle website reports
"This contradicts the announcement in the February 2009 British Philatelic Bulletin which stated that coils would not be self-adhesive and a further announcement in the March Bulletin stating that 'stamps with security features will not be available in coils (rolls)."
Well this is true to a point as they are only available in rolls of 10,000 to business users and are not available from the bureau.
As far as we know there are no first day of issue covers known.
This pic copied from the Circle website shows both 1st and 2nd class stamps on rolls, the security slits are clearly visible.