Heads should roll = ?

It's basically alluding to the favoured method of execution in days gone by - beheading (chopping one's head off).

The author is being metaphorical, of course.

Henry VIII for a start! ....

Here's more....

" Decapitation has been used as a form of capital punishment for millennia. The terms "capital offence", "capital crime", "capital punishment," derive from the Latin caput, "head", referring to the punishment for serious offenses involving the forfeiture of the head; i.e., death by beheading.[5] Decapitation by sword (or axe, a military weapon as well) was sometimes considered the "honorable" way to die for an aristocrat, who, presumably being a warrior, could often expect to die by the sword in any event; in England it was considered a privilege of noblemen to be beheaded. This would be distinguished from a "dishonorable" death on the gallows or through burning at the stake. In medieval England, high treason by nobles was punished by beheading; male commoner traitors, including knights, were hanged, drawn and quartered; female commoner traitors were burned at the stake."

http://en.wikipedia.org/wiki/Beheading