Muppet who said, "Rocco's a rock!" (4)
I believe the answer is:
elmo
(Other definitions for elmo that I've seen before include "Puppet character" , "Saint whose fire is electric!" , "St ----'s Fire: aura from electrical discharge" , "St ...'s fire, weather phenomenon of coloured glow" , "Sesame Street character - patron saint of sailors (with his own fire)" .)