Hi,
This seems more of an WP Rocket question. But on the Media tab in WP Rocket you have a LazyLoad section. There is a Excluded images or iframes text area. This accepts filenames, CSS classes and domains. So you could place the CSS class that all the featured images have in common in there and, then the should be excluded from the WP Rocket LazyLoad.
Do bare in mind that this function only works from WP Rocket version 3.8+ If you use an older version I would recommend looking at this git repo from WP Rocket them self.