From 1895 to 1899 he lived in Holywell in North Wales, where he painted some fourteen processional banners, commissioned by the parish priest there, Fr Charles Sidney Beauclerk. Rolfe painted the figures of the saints and John Holden assisted with the lettering on the borders. Only five of the banners have survived, and may still be seen in the Holywell Well Museum; they are colourful representations, in a naive style, of Saints Winefride, George, Ignatius, Gregory the Great and Augustine of Canterbury.