Disclaimer: I dont work on Roo. My opinion is purely from a programming perspective
Decide what kind of visual layout you need for the fields. Consider the fact that the number of fields is not know. This will decide what container/parent/widget you should be using to display the fields.
Iterate over the Set. Extract individual MyField objects. Create and maintain another collection for the TextBox.
For every field object, add the label+TextBox to the UI. Dont forget to add the TextBox to the collection too.
Repeat for all objects in your set.
For saving, the index of the TextBox in its collection will correspond to the index of the MyField in the Set.
Get the user vales from the TextBox, invoke getter on MyField. Repeat for all TextBox instances.
Now your set contains MyField objects with updated values.
Process as required.