Chalk paint- How can I make it non-rough?

Try sanding it with a finish sandpaper i.e 220 grit. This will give you a smooth.

Use wet and dry sanding paper and when happy, Wax

My guess would be that you did not use enough or any water with your chalk paint mixture? I don't use baking soda, I use plaster of paris, but basically the same thing. Mix water with the baking soda and mix until a smooth pudding like consistency, then add your paint to it (or add it to your paint) and mix until completely incorporated. I would also use a wet/dry sand paper (because it's a very fine grit) and smooth it the best I could.

I would try lightly sanding it with fine grit (320-400 grit) sandpaper and see if you can remove the roughness while keeping enough of the color you like.

I agree, sand it and then use paste wax on it to give it a nice feel.

Check out this article: http://www.thepurplepaintedlady.com/2012/04/how-to-get-a-super-smooth-finish-with-annie-sloan-chalk-paint/