I think I've seen Rockets Redglare in a couple of Jim Jarmusch movies.
Was he the liquor store clerk who got shot in the "Lost In Space" (segment title?) segment of "Mystery Train"?
If so, he may also have been one of the characters in the Willie & Eddie-cheating-at-a-card-game scene in "Stranger Than Paradise".
I will have to look those items up at some point.
I found the link to the website for the Rockets Redglare doc, titled "Rockets Redglare!", from the recently discovered comments at the Filmmaker Magazine's blog.
Here's the website.
And here's a recent Miami Herald article about the makers of "Rockets Redglare!" suing its distributor (thanks Filmmaker Magazine's blog for the link).