The best level to grind this out is episode 2, level 14. There are a lot of enemies in this level and they tend to bunch up with little incentive.
The cheapest way to get rockets is to grab the pack in the middle of the level, or order them after starting the level (15k points). This is cheaper than buying the rocket specialist (30k points).
Probably the best level for grinding command points quickly is episode 1, level 2 - each playthrough will net you just over 11,000 points in a little over a minute.