As you probably already know there is no tool texture that blocks rockets but lets players go through. But with func_physbox first seen in jump_abuq you can. I have seen this used as a gimmick for a jump but you can also use it to become everybody's favorite mapper by blocking cheaty telesync strats. You can make a box out of it and also cover it in nogrenade to make it completely cheat proof.
Stickies will bounce off and you can still det them afterwards, but if you manage to det them inside a func_nogrenade (I put a 3 unit thin func nogrenade around mine) the explosion will of course be blocked.
Example of it in my map with showtriggers:
Simple map below with 1 room and a 1 unit thick func_physbox panel that blocks rockets but let's players through, inside a 3 unit thick func_nogrenades.
It doesn't have to be 1 unit thick you can make it any thickness as long as hammer doesn't start complaining.
Download (.vmf):
http://www.mediafire.com/file/hh04p1rt0l1znzs/rocketblock.vmfDownload (.bsp):
http://www.mediafire.com/file/xhyhohfe656php5/rocketblock.bsp