"Rocky" usually means "lots of rocks" but there is another meaning which is "unstable" or "shaky". So a rocky dismount (from a horse, or a gymnastics bar?) would be one that is unstable or not well executed or at a minimum does not look very elegant. I hope that is helpful.

People do use it as a metaphor to say that something might have been going well, but there were problems at the end. For the literal meaning, Tom explained it well.