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One of the stratagems allows you to make a single reroll per phase. But it seems like it can interact badly with speed rolling:
Imagine you have an important character you want to keep alive. That character has a 2+ save, and just suffered 4 wounds. You need to roll 4 2+ saves to keep him alive, and you think it would be worth spending a CP to do so.

If you roll all your armor saves at the same time, like we usually do, and get 5 3 1 1, your guy is dead no matter what you do, and you obviously won't reroll anything. However, if you rolled these die one at a time, and got a 1 on your third armor throw, you probably would have rerolled it to try and keep your guy alive, not knowing if the 4th die roll would kill him anyway.

In other words, when we speed roll we get more information than when we roll one die at a time. Speed rolling is the same as throwing one die at a time while knowing the result of the future die rolls.
Having that additional information can completely change your decision concerning rerolls (like in the above example).

I didn't find anything in the rules addressing that. And I can't think of any way to completely address it without rolling every die one a time. Obviously that's not practical, but then, what is the best solution? Ignore the problem altogether for the sake of fast playing? Discuss with your opponent about what they/you think is an important die rolls, so you can roll one die at a time?

As far as I can tell, by the RAW the attacker has no choice but to roll hits and wounds in groups. Then the defender has to allocate wounds and save and take damage one-by-one.

The attacker could reasonably complain if the defender rolls all their saves at once and only then decides whether to reroll one. This could be addressed by having the defender commit in advance to rerolling a failed save, if there is a failed save, regardless of how many there are.

The fast rolling rules actually state that saves are still rolled one at a time, most of the time it won't matter too much if you rolled all of your saves together but in this case it could and your opponent would have the right to ask you to roll them one at a time if they wanted to. Other than if they asked you to I would stick to rolling them all together though for speed.

 roflmajog wrote:
The fast rolling rules actually state that saves are still rolled one at a time, most of the time it won't matter too much if you rolled all of your saves together but in this case it could and your opponent would have the right to ask you to roll them one at a time if they wanted to. Other than if they asked you to I would stick to rolling them all together though for speed.

^ This. When it comes to making Saves, there are a couple of situations where adhering to the "one at a time" rule is going to be important, because the decision of which model to allocate a wound to, or whether or not to use a Stratagem, will matter.

DCannon4Life wrote:

 roflmajog wrote:
The fast rolling rules actually state that saves are still rolled one at a time, most of the time it won't matter too much if you rolled all of your saves together but in this case it could and your opponent would have the right to ask you to roll them one at a time if they wanted to. Other than if they asked you to I would stick to rolling them all together though for speed.

^ This. When it comes to making Saves, there are a couple of situations where adhering to the "one at a time" rule is going to be important, because the decision of which model to allocate a wound to, or whether or not to use a Stratagem, will matter.

My example used armor saves, but you could have the same issue on other rolls, like the to-wound.
Let's say you have 5 hits, and you know you'll finish off the enemy unit if you successfully wound 4 times (because you negate the armor so it's only up to your to-wound). If you roll all of them at once and see you only make 2 wounds, you know you'll never be able to get two more with a single reroll. But if you failed 2 and passed 3, you might want to reroll a single fail.
Rolling everything at the same time gives you, once again, an advantage that you wouldn't get when rolling one die at a time. And the "fast die" section tells you to roll or your to-wound at the same time.