Active magnetic colloids are capable of rich collective behavior and complex self-organization. The interplay between short- and long-range interactions taking place away from equilibrium often results in a spontaneous formation of localized dynamic microstructures. Here we report a method for guided self-assembly and control of self-organized colloidal vortices emerging in a ferromagnetic particle ensemble energized by a uniaxial alternating (ac) magnetic field. The structure of a vortex composed of rolling magnetic particles can be stabilized and manipulated by means of an additional strongly localized alternating magnetic field provided by a minicoil. By tuning the parameters of the localized field, we effectively control the dimensions and particle number density in the vortex. We find that the roller vortex self-organization is assisted by field-induced magnetic "steering" rather than magnetic field gradients and is only possible while the system is in the active (magnetic rollers) state. We demonstrate that parameters of the emergent vortex are efficiently tuned by a phase shift between alternating magnetic fields. The method for assisted self-organization of rolling magnetic colloids into a vortex with on-demand characteristics suggests a new tool for active matter control and manipulation that may lead to a development of new approaches toward the guided microscopic transport in active particle systems.