Rinse the monkfish fillets under cold water and pat dry. Season lightly with salt and pepper (use salt sparingly since the pancetta is already salted).
For each fillet: lay 4 slices of pancetta side by side, spread some rocket leaves on top, place the monkfish fillet on top, add more rocket leaves on top, then wrap the pancetta around the fish.
For each wrapped fillet: split a rosemary sprig into 2 pieces, sharpen the ends into points, and use them as skewers to secure the pancetta in place.
Preheat oven to 180°C / 356°F.
Heat olive oil in an oven-safe pan over medium-high heat. Sear the wrapped monkfish fillets on all sides until the pancetta begins to brown.
Cover the pan with aluminum foil and place in the preheated oven for 5-8 minutes.
Remove the foil and broil the fish for 2-3 minutes until the pancetta is crispy.
Serve with beluga lentils or small rosemary potatoes.