Various sources online recommend a 10mm expansion gap where the OSB abuts the brick work. Simultaneously all of the EPDM installation videos show the rubber being penny rolled tightly into the angle change. Can anyone explain to me how this works practically?

 

Thank you!

Strictly no, but I can give a good guess. Apply expanding form tape such as Compriband in the expansion gap. I have not come across the term 'penny-rolled' before, but assuming they use a 'standard EPDM 'detail' roller (which seems to have a min 40mm diameter) I would suggest just roll first across then up to the abutment.