No, unfortunately there is no way to have non roster guys. Hopefully that feature will be implemented on the next version.
You could try signing a guy you may be interested in to a contract and put him on your 40 man roster if it isn't full. If he makes the team then keep him. If not go into commissioner mode and change his contract to Minor League and release him. I guess it is sort of "cheating", but it kind of allows you to try someone without having to be responsible for his contract.
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