Adding more soil or compost around the roses is fine- I plant mine deep so they can access moisture and for winter protection and I pile compost around them and over the crown, especially the grafted roses. Often the grafted plants will produce roots on the canes and essentially become an own root plant.
Peonies on the other hand shouldn't be more than 2" deep over the crown and planting too deeply can keep them from blooming. As Bob said, other perennials could experience crown rot if covered too deeply.
