Normally you may be charged a minimum of 1kb per data session, but when roaming this could be a minimum of 1mb per session meaning that even if you only use 1kb, you will still be charged 1mb. Each time an app opens/closes a session and uses a small amount of data, you could be charged 1mb for it every few minutes. Disabling mobile data when you are not using it will reduce this impact.
Check your plan to see what the roaming charging rules are, and if the minimum charging block for roaming data is larger than your domestic rate.
If it's not your plan, then could be a network issue causing your phone to use more data to get the same job done. eg: poor quality network may be causing data to be retransmitted.