I'm quite pleased how this turned out. Inspired by the "nanotech shield" used by Dr Capek in "Red Faction" I originally just drew a pixelated ball of glittery sprites around this guy on his actual attack sprites. However, I've resurrected him in GZdoom form and he can now spawn an actor attached to a spherical, rotating, translucent model that surrounds him.
He's invulnerable whilst the ball is present making him harder to fight and allowing him to not be blown up by his own rockets if he hits a nearby wall or something with them.
I've used A_CPosRefire to keep him firing if he can see you so there are also a couple of walking frames in his attack sequence to preventing him standing and shooting at a wall if he has sight of you but his rockets can't quite get past. He will always move slightly between rockets.
I think the pink dynamic light needs to be tweaked a bit though.