Some folks gently rake the mulch back from the base of each rose, apply the fertilizer, then rake the mulch back. Some folks just throw out the fertilizer and water well. I've done both and seen no difference in the results.

I fertilize on top of the mulch and water. However, most organic nitrogen sources cannot be broken down and used unless they are in contact with the soil. It would take a while for them to filter down. Manufactured nitrogen fertilizers are soluble and will wash right through.

I do what cecily said. I leave an opening under the roses for watering and fertilizing. Since the roses leaf out, they shade that area and keep the moisture in. Which is the main reason I use mulch. You can also add compost and other amendments onto that spot each year.