Yeah, you can use a roller, idealy one that's one or two boards wide.
The length of the boards will determine whether you need a really thick
Otherwise, do what others have suggested.... work entire boards instead
of stopping in the middle, and work when the surface [the wood] is
cool. Heat and direct sunlight are your enemies.
I've tried power sprayers and found that, at least for me, it was too
annoying trying to control overspray and covering everything I didn't
want stain on. You'll have much more control with a roller, or you may
want to try one of those garden sprayers that you pump up. Just don't
pump up the pressure really high.