With Rook it definitely seems hit or miss. As with any command grab, it shouldn't grab you (1) out of pre-jump frames, and (2) while you're in an unthrowable state and then hit them.
Jumping "just before he grabs you" seems actually fairly tough to time right, so don't often go for attempts to just jump over Midori. With Rook, his splash (forward/back jump-A) is probably the most reliable? It seems like it has a big hitboxes. Neutral jump-A might work pretty well.
Jump-B is probably pretty bad, because it has hurtboxes on his legs, and Midori is likely moving underneath you. Jump-C sometimes feels like it has weird hit/hurt boxes (most characters can jab you out of it), so will probably be unreliable. Air Super should work, but again, you have a hurtbox on Rook's feet that Midori might grab, so your trajectory has to be good.