It took me a bit to figure out that the rockets should be used solely for movements and the enemies should be largely ignored. Running out of rocket seems to mean you're marooned usually so save those rockets!
Yeah rockets are definitely the fastest singular way to get around, but if it helps, you can actually gain a huge amount of speed by grappling onto power ups :) sorry, I had intended on making more clear in-game tutorials but I ran out of time hahah