I have exactly the same problem. CGminer just keeps spamming them messages about AMU incorrect device. I solved it by using the ants on a separate CGminer, but CGminer gets tons of HW errors and lower hash rate with the antminers, so I feel forced to use BFGminer for the antminers.
I don't understand why CGminer tries to use the U2s when the device in the .bat file is set to the rockminer. Change the U2 drivers to the winusb driver and it stops but doesn't mine with them.
Would setting CGminer to use the rockminer's specific USB port fix it? I don't know how to do that with CGminer.
Edit: I looked into it some more. I found this in the readme
limits the number of usb devices CGminer uses. I set it to 1 and it no longer tries to use the antminers. Not sure how it would handle multiple rockminers.