Rocket Guy is a enemy in the Yoshi series debuting in Yoshi's Island DS. They are Shy Guys that ride rockets.
Yoshi's Island DS
The Rocket Guy first appears in Yoshi's Island DS, where they're only found in outer space and during the boss fight against Moltz the Very Goonie. In outer space, while Yoshi is in a rocket, they're invincible and if they touch Yoshi, his rocket explodes forcing him to restart from the checkpoint. During the boss battle against Moltz the Very Goonie, they fall from the top of the screen each time the boss is damaged and can only be defeated by eating the Shy Guy, though the rocket will continue flying without the Shy Guy an egg can be tossed at the Rocket Guy to earn it in the Museum.
Yoshi's Crafted World
Rocket Guys later reappear in Yoshi's Crafted World, being found in The Great King Bowser and Kamek Kerfuffle boss levels, though unlike Yoshi's Island DS, eating the Shy Guys will cause their rockets to disappear.