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Start by making the rocket pesto. Place all the ingredients, minus the oil, into the container of an immersion blender (or into a regular blender). Pour in the oil in a thin stream, blending all the while. Carry on blending until you have a smooth pesto. (If you see that you’ll need more oil to get there, go for it.) Transfer the pesto to a bowl, cover with cling film and keep refrigerated until ready to use