How you roast depends on whether you want to refresh an old or aging oolong, or if you want to add roasted goodness to a boring tea. Refreshing is fairly quick and easy, but a real roasting will require a lot of patience. Before you attempt regular roasting, know that it can take up a week to achieve higher levels of roasting. For either, I would recommend using an oven or a rice cooker. It's possible to do it in a pan, but temperature control is almost impossible that way.
For a refresher roast, I think rice cookers are more commonly used. I couldn't find the exact post on the Puerh LJ, but the suggested method was to throw the leaves in the rice cooker one "warm" for a few hours. If you're roasting a sour tea, switch it to "cook" at the end. Just leave it open for that and wait until the leaves smell like they're improving. If you don't have a rice cooker, I think the "warm" setting is around 170F, and the "cook" setting is 215F.
For regular roasting, the oven might be easier to use. With the rice cooker, you would have to switch it to "cook" every hour or so to get anywhere. Basically all you do it throw the leaves on a cookie sheet, and put it in the oven at 215F. Because of how long it takes to roast at that temp, it's tempting to up the temp, but then the leaves will burn before you know it. 250F is the absolute highest temp I would take it, but don't recommend going that high. Roast it until you are satisfied with how it smells.