In France we don't discuss with frogs we just eat them ! 
Oops … I have to go voting …
I'm brazillian, so I can understand charge (carregar in my language), and LOAD as well.
Missing contacts:
Well, increasing the number of contacts helped a bit but I still suffer from missing contacts near the edges of the triangles, depending on the FPS. Using bigger triangles helped a lot also.
Now I'm going to try a different aproach. I discovered that using a high value (> 500) for the availableAcceleration in my throtle axis is a bad thing. When I use lower values I don't seem to have problems with the collisions (but the car is behaving as a slow tractor…). I'm trying to lower all the masses and using lower accelerations now. But maybe this isn't enougth because the wheel speed is going to be accelerated anyway, because of the lower masses. I'll try to calibrate all these things, but the aproach now is trying to apply a force on the chassis, instead of sppining the wheels. Not sure if it's going to work though.
About rockets and stuff:
I didn't implement it yet, but I think is mandatory to use a kind of RocketPool with prebuilt objects. Never instantiate new objects like this during gameplay. It'd really slow down your fps (garbage collector) and use too much heap space memory.
I think your right about using non physical objects for the rockets. I would try to apply a anti-gravity force, but building our own rocket updater, with JME collision detection is going to be much more performant.
Article
I've contacted the editor of a big brasillian Java Journal and by now I'm writting a 15 page article of how-to build a game using JME. It's going to be a complete example of a car time-trial race (without the rockets), with physics, model loading, HUD and using a heightMap TerrainBlock. Not going to use StandardGame in this one, but I think this is only the first, depending on the aproval of the audience.
JME and JMEPhysics rocks.
I forgot to mention:
Of course you should pre-load your models (rocket) and share the meshes as well. I was talking about creating something like 30 rocket objects (sharing the same model mesh) and just reusing them every time one gets fired (setLocalTranslation and setActive).
I post one we think two I post four… Yes I'm gonna be a Jr Member … :)
Perick if you translate your article in french english be sure I'll be your first reader
By the time when I finish my article and the demo for the time-trial game I