I usually open the door with bullets. Rockets can open severeal tiles of the wall, which probably makes things harder.
Also, you may prefer to jump back in the first room, with the health globes (I feel too claustrophobic for this)
Just trigger the walls before the jump. With one more move, you can usually get most demons near you at the time you rocket jump, it's pretty efficient.
EDIT : and no, I don't wear the red armor. I don't like having my movespeed and knockback reduced, and usually save the suit undamaged for moments where I'll be forced to wear it.