In this video, we learn how to slowly progress into pigeon pose. For many individuals, including myself, pigeon is a difficult position as it demands a great deal of external rotation of the hip. By keeping the knee joint at 90 degrees we force external rotation at the hip joint.
The purpose of the foam roller is to decrease the intensity of the posture by way of elevating the hip and knee, it translates to less rotation at the hip. If this is too intense (i.e. you feel pain) then you should decrease the intensity by using an object which can provide increased elevation.
After many repetitions this posture will start to feel more natural and you can safely increase the intensity by lowering to the ground. If you feel any pain I recommend you consult a medical professional.