I drilled 2 holes in the bottom of the rocket, cut off the head of 2 screws and superglued them in.Drilled 2 more holes through the gaunt.Then I just screwed on 2 nuts from the top inside of the guant.Very solid.
I used that method for the flametrower too. Just make sure you drill holes and place your scews in thicker areas of the flamethrower...like through the mounting plate and into one of the 3 rods. (measure carefully) I used 2 screws as Boba Freek suggested for the rocket, 5 screws for the flamethrower, and also did the attachments on the right gaunt this way as well. very secure.