thats your problem. you dont need the particle for the rocket as you are attached to it, i guess there is code moving that mesh?
if not you have the whole system backwards
here is how it should work. Emitter attached to the end of the gun, rocket is a projectile and u add velocity to its partcile
or
emitter attached to the rocket and you only spawn its trails, use blueprint code to move the rocket
i would go with this last 1, use blueprints to move the rocket, easier to detect collision, just add the particle emitter to make the rocket trail