So the first thing I can tell you is that you want to avoid using per-poly collision when possible, because it’s extremely expensive in comparison to the built-in primitives that comes with PhysX which are highly optimized mathematical models.
The downside is, there is no Cylinder collision component so you may have to model a collision and import it. In fact there are a very limited selection (Capsule, Box, Sphere). You may be able to tweak the capsule settings to make it a cylinder though and if that works, you’ll want to use that. I imagine that friction of the surface plays a large role in the game, you can change the friction of a surface by creating and setting a physical material on the wood and changing the properties, which will in turn change the friction imposed on the cylinder. For a game like this, it may also be worth increasing the strength of the world gravity to make pieces ‘stick’ to the board a bit better.
You could also look into completely faking it, and programming the ‘physics’ yourself instead of relying on PhysX.