I tend not to roll on harder surfaces myself, because I find my hip tends to hurt a bit, and sometimes the knee I rise on.
However, I have had the pleasure of doing this for real (being thrown in a night-club and doing a reverse ukemi, and tripping over outside and doing a foward ukemi). There is nothing to worry about - the motion seems to carry you through much better and you don't feel a thing (especially if you have a bit of adrenalin!). Neither incident caused any pain, bruising or anything.
I would say, don't bother practising on hard surfaces, just make sure your ukemis are OK in the dojo and just let your body use outside ukemis when you need them (I wouldn't recommend ukemis as part of anyones normal outside 'technique' 'cos you never know if there is going to be a kerb or broken bottle, or a boot flying at you as you do it - ukemi occurs when you do something wrong!)
P.S. When I was young and reckless I was thrown with a koshi-nage on a hard surface (by a friend this time). Not only did my hand sting with the break fall but I broke my watch!