Wheat roll enhanced by buckwheat hull was used as a model for determining the retention of bioactive compounds during technological steps. The research included analysis of the formation of Maillard reaction products (MRPs) and retention of bioactive compounds such as tocopherols, glutathione, or antioxidant capacity. About a 30% decrease in the content of available lysine in the roll was observed compared to the value obtained for fermented dough. Free FIC, FAST index, and browning index were highest for the final products. The increase of analyzed tocopherols (α-, β-,γ-, and δ-T) was noticed during the technological steps, with the highest values found for the roll with 3% of buckwheat hull. A significant reduction in GSH and GSSG content occurred during the baking process. The observed increase in the value of the antioxidant capacity after the baking process may be the result of the formation of new antioxidant compounds.