Teach Rocky to step up on to your hand and to be able to have her feet held. Many people never work with their birds enough to have them accept having their feet held. You very likely will have to deal with, "foot possiveness" and personal soverignity (ids and egos, etc) issues, which are not "aggression issues", but if you want Rocky to know who's boss, you have to let her learn the answer. It's not a problem for her. Macaws accept the concept once they (pick one of the following words: realize, comprehend, cognizse, get hip to..) it.
1) first thing to work out----step up on to hand (fingers, not back of hand, arm, etc)
2) immediately step down on to stand, or chair back or something like that--preferably not cage top
3) repeat...repeat...repeat...repeat....................................................................................
4) touch toes lightly with thumb--BRIEFLY
5) go back to step 2
6) ...when ready...hold toes longer with thumb...reinforce verbally example:"good rocky" word does not matter as much as way it is said.."woof woof", or something else, should work as well, if said with right attitude and enough joy
7) ...when ready...hold on hand for linger period of time
8) dilemma should be solved if interaction has been adequately worked on!
extra credit----> don't worry, don't panic
Time frame for above....several weeks to several months (can vary) get better over longer time