Gyroscopes are instrument which prevent any wobbling or direction change but then how rockets and missiles change their directions. To change direction we have to give signals to gyro or to the servo(which control flaps) directly.
Gyroscopic rigidity in space means that a spinning gyroscope will stay aligned in the same direction while it is spinning. A rocket or missile is not a gyroscope.
Rockets and missiles may contain or use gyroscopic instruments as a method of navigation. That in no way means that the rocket or missile must stay aligned in the same direction as the gyroscope. The gyroscope is just a means to maintain a sense of direction.
For example, most aircraft have gyroscopic instruments. The pilot uses these to maintain awareness of Magnetic North even when experiencing compass errors. This in no way prevents nor assists the turning of the aircraft.
the gyroscope rotor in an attitude instrument is suspended by a gimbal assembly which allows the aircraft to pitch, yaw and roll without applying any torques to the spinning gyro, which swivels about freely as it "remembers" where the horizon is.
Those torques would cause the gyro to precess and thereby furnish wrong attitude information.
If the gyro rotor is rigidly coupled to the airframe, then as the airplane rolls, the gyro rotor rolls too and hence cannot tell you where the horizon is. As it does it will be producing a gyroscopic countertorque to the airframe, but for an attitude gyro this countertorque will be small.