His opening opponent on Thursday night is also a Premier League newcomer.
Van Veen, 23, has had a breakthrough year, reaching the World Championship final in January after winning the European Championship in 2025, and is also a back-to-back World Youth Champion.
However, Rock added that he has “not one bit” of sympathy for Van Veen if he experiences a hostile response in Belfast.
“It happened to me when we played in Holland last year,” Rock said.
“I would be surprised if he didn’t get booed, but I think he will get booed the whole game. Van Veen has coped with the crowds and I think he will be OK.
“It will be very, very loud. We haven’t had a Northern Irish player since 2019 [Daryl Gurney] so hopefully it’ll all come good.”
It has been an exciting start to the Premier League with three different winners so far.
Michael van Gerwen, Gerwyn Price and Jonny Clayton have won the opening nights of the 16-week league phase before the play-offs at the O2 Arena on 28 May.
“It is good to see different winners, but the Premier League is a lot different to majors,” he added.
“The first major of the year Luke Littler won it, shock. Who was in the final? Luke Humphries.
“When it comes to the ranking majors, it is hard to look past the two Lukes then everyone else when in the Premier League.”
You can follow live text commentary from night four of the Premier League on Thursday on the BBC Sport website and app.