She is 9yrs old and has only just started this rolling thing! Cant say I agree with Clanad.....she hates getting wet even a drop of rain and she's inside so therefore hates having a bath and she's had 2 this last week!!
Is it possible that whatever you are washing her with (shampoo) isn't very appealing to her and she rolls in 'whatever' so that she is happy with her smell?
Or she could be itchy - I think that Westies are known for their allergies - might have itchy skin.