I was going to say, this looks very similar to knitting circles that are available today (I use them all the time). Those knobs and holes make me immediately think that this is used for fibre or knot work of some kind. Rope seems understandable, but I can't tell from the picture if that is made from metal or clay. No issues if it was metal, but I would figure that clay wouldn't hold up to the rope pulling and pressing against it in any intensive application.

I am curious as to why OP decided this is unlikely to be used for "knitting gloves". The Romans may not have practiced knitting as we understand it now since that came about in the middle ages, but knitting isn't the only form of knotwork that can produce cloth.