Google informs me there is a book, a film and a TV show called 'scotch on the rocks', so I fail to see why this is wrong.

Different to your tastes, perhaps, but not wrong.

A year ago, the only alcohol I would have was cider, now I'll go for a lot more, but normally it'll be scotch on the rocks, sometimes with lemonade. Horrifying, isn't it?

Oi be a Debunsher lad y'see, we baint be unnerstandin these weird northern drinkin abits.