Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper.
In a large mixing bowl, combine the gluten-free all-purpose flour, sugar, baking powder, salt, and xanthan gum. Whisk the dry ingredients together until well combined.
In a separate bowl, mix the warm water, olive oil, apple cider vinegar, and egg. Whisk until fully incorporated.
Gradually add the wet ingredients to the dry ingredients, stirring until a sticky dough forms. If the dough is too dry, add a little more water, one tablespoon at a time.
Use a spoon or your hands to scoop out the dough. Wet your hands slightly to prevent the dough from sticking, then shape the dough into 12 equal-sized balls.
Place the dough balls onto the prepared baking sheet, leaving space between each roll. Cover the rolls with a kitchen towel and let them rise in a warm spot for about 20 minutes.
Once risen, place the baking sheet in the preheated oven and bake for 25 minutes, or until the rolls are golden brown on top.
Remove the rolls from the oven and let them cool for a few minutes before serving.