How to "round off" PE parts?

It depends on the part. When I built my 1/144 Type VII/C the Griffon pe insulators were laminated in three parts and still looked flat instead of oval shaped. I built up the thickness with thick Elmer's glue till they looked correct.

As other' suggested, having a stash of electronic wiring is a must for detailing in this hobby.

They sell some very small diameter half-round styrene strips.  These could be glued to either side of the PE piece, retaining the other details of a PE piece.

Or, as I've found, lengths of speaker wire work nicely, usually giving you aluminum, or a 'steel' look on one side, and copper on the other, and it's usually reasonably fine.  Pretty cheap too.

If you're cheap like me, find a broken electronic (lamp, clock, anything really) and just cut the power cord off and strip it!

Groot

For needing anything tubular, I would just use bare solid or stranded copper wire, as you can get it free or nearly free in many different gauges and thicknesses.  Check out what your local hardware store or Lowe's, Home Depot offers.  You can just buy a foot of what ever you need.

I second the white glue method. I use it frequently.

You can build up glue or paint on the flat portion and give it somewhat of a round shape. Ship modelers do it all the time to give the photo-etched crewman more shape and get rid of the Gingerbread Man look.

"Painting" some white glue or Aleene's on with a small brush can give you a start.  If you get just the right consistency, it beads up as you go.

This is why I use fine fuse wire for the wires on my radial engines.  The PE's flat unforgiving nature just doesn't look right.  Check this guy's engine out.  He rounded out his PE wires.   He does great work

http://hsfeatures.com/f4f4rf_1.htm

Joe

This is the limitations of PE.  It is flat.  I would remake the parts out of rod stock, instead of trying to "round out" the PE.