Strongmen performed this amazing feat, along with the bending of iron pipes, in carnival sideshows at the turn of the 20th century. It takes some strength and focus to perform this trick but the secret is in the technique (and in the frying pan itself).
Choose the right kind of frying pan. Select a low-end, non-Teflon type with a plastic handle. Expect to pay about $5. Remember that cheaper pans are easier to roll up.
Stand up and show the pan to the spectators. Hold the frying pan by the handle and rap knuckles on the inside and back side of the pan to show that it is solid.
Brace the frying pan against the tops of the thighs with the handle at one side parallel to the floor. Grip the rim of pan solidly with both hands.
Place the fingers inside the rim of the pan with the edge of the pan pressing against the tops of the fingers at the palms. Position the thumbs on the back of the pan right where the bottom of the pan starts to form the side.
Press the frying pan in firmly against the thighs while pushing the upper edge of the pan away from the body and down towards the center of the pan. Focus and direct all upper body strength to the pan.
Fold the first break over and continue. Reposition the hands to maintain a similar grip. Fold the pan over a second time. Maintain the backside of the frying pan against the body. Fold the pan over a third and final time.
Grab the now rolled up frying pan by the handle. Offer it to the spectators for inspection.
Do not attempt to unroll the frying pan and use it to prepare food. Discard the pan once it has been rolled up.