If you have more than one role in your Windows Azure application, and you decide to update only one role you sure can do that. To do that you will still need to build your full Azure application (included all role) and then only update the specific role via Windows Azure Portal. Here is what you would do:

1. Build you package (CSPKG) which includes updated code for specific role you would want to update along with other roles.
2. Now login Windows Azure portal and select specific role you would want to update. Please remember two important things here
1. If you will select deployment first and choose "Upgrade" then all roles will be updated
2. If you select only "web role" or "worker role" first from your service and the choose "Upgrade" then only select role will be updated even when you are using full CSPKG file to update on specific role.
3. When you will choose “Upgrade” option you would ask to provide CSPKG and CSCFG files, please provide both and start the update progress.

Keep in mind that the package you provide during “Upgrade” process, will still include all roles, but only one role will be touched which was selected during upgrade process.