Hi Phil
I've never used a Rockwell or cut rosewood, but I have made some fine cuts in oak. Your saw should be capable of handling hardwoods less than an inch thick, so the chances are the saw isn't the problem.
How do you mean that after cutting a couple of holes the blade starts 'bending'? This sounds peculiar. It makes me wonder if your blade is sitting square in the blade holder.
With scrolling, there are so many variables that it'll be difficult to identify one cause of your problems. The first point I would consider would be the tension of the blade. If it's too taught, the blade will break, so perhaps try to reduce the tension a little. I like my blades to be able to twist slightly when cutting but the amount of twist a blade will take depends on the tension and the guage of the blade itself. Obviously, a taut fine blade will be able to tolerate much less twisting than a loose coarse blade. Look at your cutting technique and see if you're twisting the blade as you turn the wood. If so, you'll need to either practise your technique so that you only turn the wood as you cut, or increase the size of blade or reduce the blade tension. You might also consider reducing the speed at which you feed the wood, although I doubt this will be a problem if you're holding the wood very lightly as you feed it. My advice is to support your hands at the elbows and wrists, don't allow them to rest on the wood - and it helps if you can keep your wrists above the wood, just like pianists keep their wrists above the keyboard.
You ask for advice about which blade you should be using - it would be interesting to know what you're using right now. Without actually seeing the design you're working to, it's difficult to know how acute the turns are that you're trying to make. Obviously, finer blades make finer turns. One way of telling if you're using blades that are too coarse is to use your nose! Sometimes there will be friction against the wood if you try to make too tight a turn and this will burn the wood. You'll be able to smell it. On 20mm oak you should be able to make quite fine cuts using a #3 but be prepared to use a #2 or even finer if the cuts are particularly delicate or the turns are particularly tight.
As for machine speed, again there's a lot of 'suck it and see' about this. Some scrollers like their machine operating at full tilt whereas others find that slowing the machine gives them more control. Generally, I find it better to slow the machine when I'm cutting fine material and speed it up for coarser. Right now I'm stack cutting plywood to a total depth of 8mm and find that 800 strokes per minute feels comfortable with a #3 blade. If you're cutting 20mm oak you'll probably find you'll need to go faster, possibly 1000 - 1200 strokes per minute. But much will depend on your personal preference. In general, it isn't the stroke speed that breaks blades, it's technique.
Finally, a point about selecting blades. I'd suggest using good quality milled blades from a reputable supplier such as those listed in the
Scrollsaw Challenge thread. My personal preference is for the Olson blades (sometimes Hegner - they're good too), but if I have to make fine cuts I switch to Hegner because Olson don't make blade finer than #3 IIRC. I've used Flying Dutchman blades and many scrollers swear by them; for myself, I find they've got too much bias to the right. That said, I've got some types of FD blades that I haven't tried yet and I might find their performance is better.
Hope this helps.
Gill