Yeah, might be a very cool idea. Maybe some sort of frosty pipe bomb (I sensed similarity to DN3D pipe bomb therefore I came up with such name, shame me), containing 10 ice cubes or so - first throw it like a grenade, then use the shoot key once more to detonate it. And now...

4. Seekers
a) character's basic blaster - supports white heat-seeking rockets (orange also if you have the upgrade). Normally, just shoots the rocket straight forward. Aim at a heat spot (enemies, but you may accidently lock on fire or stuff like that) for two seconds to lock on, then fire and the rocket will slighty seek the object's movement.
b) HSRL-1 "Seeker" - supports white and orange rockets. Has a better detection system, which means it won't lock on most environmental heat signs. The lock-on time is still 2 seconds, but rockets hunt down targets in a better manner.
c) HSRL-2 "Hunter" - supports white and orange rockets. Hardly improved system decreases the lock-on time to 1 second and does not lock on lifeless objects, but that also means it LOST the ability to seek machines. Rockets now hunt enemies down very aggresively, so they'll need to hide behind a wall or something to don't get hit. And they better do that FAST.
d) SeeKannon XP4 - supports white, orange and brown rockets. This is certainly a heavy weapon - it'll slow you down and make your jumps lower. However, it's size is mostly a system of advanced seeking devices, and that means immediate lock-on (just aim at the target), no problems with environmental heat or finding robots.
e) SeeKrazy PTF - supports only brown rockets. Immiediately locks on enemies, but you can lock on only AFTER you shot the rocket. Then the gun communicates with the rocket and it takes the aim. It's advantage is that it doesn't slow you down and still has the same intelligence features as SeeKannon XP4.
f) Rocket Pilot v3.1 - this small toy is compatible only with special black rockets. Once the rocket is shot, camera takes it's point of view and you can steer it. At any point (for example if your character is being attacked) you can push the shoot key and you'll lose control over the rocket, but will be able to move again.
g) white rockets - take only a bit more damage than blue bouncy bullets. They have no special features.
h) yellow rockets - more damage than white ones, they have the ability to slightly avoid obstacles such as walls or pillars.
i) brown rockets - deal the same damage as orange ones, but they are covered with material used for bouncy bullets, so they can bounce off obstacles few times before explosion.
j) black rockets - rare rockets that are the only ones working with Rocket Pilot v3.1. It's ability is worth finding them.