I actually like rockhillmanor's suggestion of Rockette.
I'd go with Razz over Nike any day. Nike does absolutely nothing for me. Razz is OK, but I think I'd get tired of saying it after a while, and Razzy just doesn't ring out.
I tend to like a nice firm name with lots of nickname options. With Rockette, I could see calling her Coquette, the Rocket Bucket, Rocki, Ketti, Roki, Moppet, etc. depending on the mood and RockETTE! for those serious moments.
Razzmatazz will never be firm sounding, and Rocket Red Glare doesn't flow off the tongue.
And she is adorable - as if that weren't obvious!