Do you weigh your flour? If not, that is the one change that you can make that will make this problem go away. Most of baking, particularly at the commercial level, is based on ratios by weight.
While there will be some minor differences in the amount of moisture in 10 ounces of flour based on the humidity, how much flour packs into a cup can vary a lot on humidity, how much you've fluffed or sifted the flour first, whether you scoop or sprinkle...you get the idea.
If you don't weigh your flour when you bake, then there are lots of possible problems that could have occurred that may or may not have had anything to do with the humidity.
The only other "seat of the pants" solution is to know your recipe so well that if you notice that there is a problem, you'll catch it early. Third rise is a little late to be adding moisture, so you would have had to have noticed the problem at the beginning.
Weighing your flour and water solves many baking problems and makes you look like a pro.
Since you are weighing, then "knowing your recipe and adjusting on the fly" seems to be the only real answer. I checked around and even Rose Levy Beranbaum says if you weigh, only minor adjustments are needed. In the situation you described I might have added a bit of water at the third rise, then let it have another rise.
Another thought is that, possibly, the air being so dry caused the tops of your rolls to dry out some, so they weren't flexible and you didn't get any oven spring. A spritz of warm water across the top of the rolls during final rise and, indeed, in the oven (I do it with my sourdough loaves, for instance) helps the bread skin to be loose enough to not inhibit the initial oven spring.
Best Answer
I used to disbelieve the idea, as it has all the qualities of a nice myth. Turns out that I was wrong. And also, that the story behind it is more complicated than the myth makes us believe.
A nice example can be found on scientific papers published in the area of commercial food technology, like this one. An important quote from the abstract:
So, to answer the first point: yes, it makes a difference. If your house is very dry, this will change your dough. I am not a specialist in that area (did not know that there is a unit for measuring stickiness!) but I guess the difference will be noticeable to a home cook too.
Now for the second point: the usual interpretation is that "some water is missing, so just add it back in". That turns out to be wrong! The problem is not the tiny amount of missing water in total, it is that dough made from wetter flour reacts differently to added water. Dough-from-wet-flour is stickier, and also reacts less sensitively to changes in the added water.
So, can you counteract the effects? To some extent, yes. Adding a tiny bit of extra flour if your dough is too sticky on a given day, or slightly adjusting the amount of total liquid in doughs that are supposed to be dry, like shortbread crusts, can make the difference between dough you can work with and something that cannot form a ball no matter what you do. Still, getting the perfect consistency might not be possible with any dough.