You won't encounter enemies with rocket launchers until level 13. When you clear the room in the beginning of the level and reach the way point, the first one will appear.
You can boost this achievement rather quickly. Instead of waiting for the enemy to shoot off 10 different rockets for you to catch, you can catch the same rocket in the air multiple times until your slow time ability runs out.
Line up with the enemy and press
. As soon as the enemy shoots off a rocket, press
to slow down time and catch it. Remain in slow time, and press
to repel the rocket. Right when it releases from your hold, press
to catch the rocket again. Repeat this
,
combo while in slow time until your slow time power runs out. You may need to let your slow time ability recharge and repeat the process a second time, but it's a lot quicker than waiting for 10 different rockets.