For this I needed Rockets (or at least the warheads).
So I cut a 1.5cm long piece of plasticrod (in the diameter you desire your rocket to be) and mounted it in the electric drill.
Then I slowly ran it first over a rasp and afterwards over a pad with sandpaper.
With this I had 7 rocket warheads in a minute. For more detailing I also added a small rim - holding a knife over the plasticrod, while it turned in the drill.
After that I mounted 7 piceces of plastic tubing in the proper diameter together to resemble the launcher. In addition I wraped a 5mm wide band of plasticard around it.