Okay, I ended up with a setup that is way more simple. Turns out renaming is not necessary, we can kill entities directly with trigger_multiple filtered by class name. It is not flawless since there is a trigger refire delay, so the rocket may still explode if fired directly into the wall while standing next to it, so I'd recommend to also use nogrenades.
Here is a
VMF with a basic setup for this. This will make both rockets and cow mangler beams disappear in the red area. You may try to lower the trigger refire rate (currently, 0.01) if you want to try to make it more reliable and get rid of nogrenades.