This is a simple part that utilizes emmett's very good ‘Gear Bearing’. The model basically stacks several of those (which have been customized to suit the scale of this model) on top of each other, into a little roller, with rounded sides to keep the filament from slipping off, and to allow for a large range of directions coming and going. 

the roller is supported by a really simple peg design. The models are sized so that the wall peg slots super easily into the roller. It's not a tight fit at all, and can easily be slipped off, but the filament itself seems to hold the roller on the peg. I'll probably add glue to mine eventually, but it seems that it might not be important. 

Print the peg with thick walls to ensure that the tall part is solid. You shouldn't need supports for either parts. I also used 0.2mm tolerances in the roller part so that I could easily print it at a low resolution. Works well for me, so I hope it does for you too!