We investigate the effect of boundary roughness on the dynamical properties of the flow in laminar Ekman boundary layers. The study considers wavy boundaries having both horizontal wavelength and vertical extent comparable in size with the boundary layer width. In the case of flat boundaries, Ekman layers are known to be active, i.e. to affect significantly the dynamics of the mainstream flow. We show how the layer modelling needs to be modified to account for such wavy boundaries. In particular, nonlinear terms enter the laminar description. This model can be linearized in the limit of small Reynolds numbers. The resulting equations are studied using both asymptotic expansions and full numerical simulations. We find that small-scale roughness significantly alters energy dissipation in the boundary layer. This can result in either a reduction or an increase of dissipation, depending on, in particular, the orientation of the mainstream flow with respect to boundary modulation. Agreement is obtained between theoretical and computational results.