The thing about many of the "proper" headphone roll-ups is they are dependent on a particular level of minimum bending radius, tension tolerance, and elastic deformation in the cords.

To put it more simply, many of them will simply ruin your headphones if they're done with reasonable frequency.

For thin earbud type cords, just coil them loosely in a small plastic bag or use a loose bundle secured with a broad velcro strap.