If the new budgie is not used to pellets nor does he/she recognizes it as food, it's best for you to place the regular seed mix and start to introduce other fresh foods, like veggies, egg food, sprouted seeeds etc. In case you don't know, some budgies will not be keen on eating much during the first days, so it's very important to have a constant food source which is familiar to them.
Once the new fellow is more comfortable and settled in, then you can slowly incorporate the pellets onto his/her diet.
The choice of moving Rocky to a different room is up to you.
While he knows the other rooms in your house, he is used to being in your room and with the coming of a second budgie you will have to divide your time between both of them and you have to take in consideration the potential implications these changes can have on your Rocky in terms of his mental health and general behaviour.
Personally, I would keep Rocky on your bedroom and have the new bird on a different room during quarantine time. The new bird can adjust to any room of your house, since he/she is new to it. And after quarantine time is over and you can move the new budgie's cage into your bedroom, the new budgie will also adjust to it and most likely Rocky's presence will be very helpful in terms of making the new fellow more comfortable faster.
By allowing your budgies to have out of cage time together, you will have a better idea on how they get on and depending on the outcome, you can let them share a cage. Sometimes they will choose to move in together on their own accord by following each other into a cage.
You can also rearrange the whole cage and put twos of everything in order to minimize bickerings.
This link should be very useful, so be sure to read the detailed info: https://talkbudgies.com/new-budgie-ar...o-budgies.html