Cable through both wheels is probably a lot better than nothing, but if your Rocket has the same basic design as my Llama (pretty sure it does), you should be able to lock at least the rear "triangle" by threading the cable through just one stay. If you go through both, you know that it can just be unhinged to open that triangle, but either one by itself remains a closed loop even when folded. Maybe you could get a U-lock through there too?

For the front triangle, my bike has a little piece of flattened tubing curving up from the BB shell towards the headtube, which also creates a closed "triangle". No way you`d get a U-lock through that one, but a cable will fit. I thought that was the only way to lock the front triangle until I read Fietsbob`s suggestion. Inconvenient to the max, but it makes sense- if you arrange the padlock correctly in the right links of a chain, you leave a loop that isn`t big enough to get over the headtube or the BB/seatmast, effectively trapping your bike. I`ll shoot some pictures if you request, but I`m pretty sure you`ll see what I`m talking about if you look at your own bike with that in mind.