The Roger discussion reminds me of the first episode of Mad Men that I ever watched: S01xE07 "Red in the Face". I stumbled onto the show through that episode. I did not know anything about the characters but sensed the rivalry and "frenemy" quality between Roger and Don culminating in the challenge and power play Don sets up for Roger at the end. The look on Roger's face after it was all done told me a lot about their relationship. In S1, Roger did have a sense of mentoring Don. Over the years, he definitely considered Don a true a friend as anyone in his life. Roger took Don under his wing and nurtured Don. In that particular episode, Roger felt he was getting older and made the move on Betty to try to assert some dominance. Don gave as good as he could in that challenge too. He was a real asshole to Betty about it though.
The whole episode is about male emasculation and power plays because it also involved Pete, the chip and dip, buying the rifle and telling Peggy that hunting fantasy (consistent with his "I'm the King" image).