Not a fix, i'm afraid, but some sympathy.
I sometimes want to make little 4x6" prints to give to friends, so I bought a roll of Epson's own glossy paper for my 2200 for the purpose. After first two or three times I tried it, I could never get the roll paper to load correctly, even after carefully trimming the end with a straight edge several times. Fortunately, my printer seems to have no problem with sheets, although I get a blank feed such as you describe once in a long while, so I haven't bothered trying to get the roll to work.
I wonder if Epson would tell me that they don't support Epson paper in rolls?