Try lvl 1 cpus for practicing gimp/combo execution (using cpus instead of training mode so that you can use the cstick), since they'll rarely interrupt you.
Experiment a bit. Find some stuff you like, uses for certain moves, different DED combinations in certain situations I guess? Whatever you silly roy boys do ;D
Practicing more defensive things like spacing and tough MUs kind of requires another person
Use training mode to practice techskill and stuff (ie wavedashing/landing, ledgedashing, lcanceling, edgecanceling, ledgehop aerials, sweetspotting blazer, dash/shield/no-impact platform drops, etc.)
You can use landmines in training mode to practice teching, i think there's a thread with more detail on it.
All of this might seem really basic, but fundamentals are very important to have well-practiced so that eventually you don't even have to think about doing it and you can put your focus more into the actual match.
That's as much as I have to offer that's not specific to roy, idk if there are any super secret training mode techniques that are roy specific
Edit: For techskill stuff that involves using aerials or smash attacks, like pivot fsmashing lcanceling edgecanceling ledgehop aerials, go into versus mode, if you have a second controller, plug it in and just put the other character off to the side while you practice so that you can use cstick to practice this stuff and so that you don't have a cpu bugging you the whole time.