This will not work. The reason ZeroTier works with Roon is it creates a new virtual Ethernet interface on the Roon Core system and extends that virtual LAN segment to the ZT instance running on the client. While ZeroTier can be configured as a routing gateway, this no longer presents itself as a directly connected (SD-)LAN segment and Roon Core does not (without much trickery) support routing to endpoints. Roon Core expects all endpoints to be on a local, directly connected LAN.
Since ROCK is a closed “appliance”, you cannot install ZeroTier on it. If you want to do this, ditch ROCK, install your favorite Linux distribution and then install Roon Server manually. (FWIW, my Roon Core runs on a CentOS 7-based installation, where I have also installed ZeroTier.)