Did you try holding down the rockets when firing them, or did they always only fire once if you clicked and held down?
I never held down the button, since I end up going through rockets so fast it would feel 'wasteful' to just hold down the button. But I guess that's too conservative.
best bet is not to use missiles or grenades and just your primary weapon.
This is surprising to me because I expected gernades and secondary weapons to do more damage than primary. If they don't, they're sort of outclassed by the utility of the primary weapon in all ways.