rollersetting natural hair

[dirtyrosewater]

I've attempted to roller set my hair a couple of times since being natural but have managed to botch both tries--not using setting lotion, air drying, etc.

I think I've got the process down but I wanted to sit under a bonnet dryer this time. Would that do any damage to my hair? I've become super paranoid since getting it straightened and trimmed last summer. A few random locks never reverted to being as curly/kinky as it was before.

Thanks in advance!