The Percy Grainger Society and their affiliated publishing house, the
Bardic Press, have made available many obscure and out-of-print works
by Percy Grainger, some of which were not published, or even intended
for publication, during his lifetime; They are a very useful resource,
and their web site has a question-and-answer page :-

  http://www.bardic-music.com/grainger.htm 

I do not know the Duo-Art roll of Nutcracker excerpts, but Grainger's
brilliant concert transcription of the "Waltz of the Flowers" from
the same work (performed by him on Duo-Art 6085) must have been
published because I have seen it listed in the concert programmes of
other pianists.  Perhaps these two rolls represent sections from a
larger, more comprehensive, transcription.

Rowland Lee
Lincolnshire, UK