If it is "meine" for feminine and "mein" for masculine, then it should be "meine rock".
No, because the noun Rock is masculine.
The form meine or mein depends on the grammatical gender of the following noun, not on the natural gender of the owner.
Also, since Rock is a noun, it has to be capitalised; rock is just as wrong as, say, Ruck.
When did men start wearing skirts?