Rocky was born and raised by God fearing parents (Bob and Karen) in  St. Louis, Missouri. He has four sisters and 1 brother who all reside in Missoui. Rocky is married to Deanna (Ressie) Sandcork and they have five children; Josiah 9, Maria 7, Sofia 5, Bobby 3, and Magdalena 9 months.

Rocky and Deanna studied at Concordia St. Paul. The team graduated as church workers and took their first call to Ciezyn, Poland. They taught English, PE and Health at LOTE Lutheran High School. Rocky also coached the boys high school basketball team. After one school year in Eastern Europe, they took a call to Austin, Texas. They spent three years in Texas. Rocky taught all subjects to 5th grade as well as PE K-8th. Deanna stays home raising the children. They have been at St. Martin’s since 2001.

Rocky currently teaches 7/8 grade and K-8 PE, is the athletic director, and coaches soccer, basketball, and softball. He also enjoys volunteering his time as the athletic director for Hope Lutheran High School of the Winona area.

The Sandcork's enjoy family life, worship, farming, fishing, playing cards and a variety of sports.