Nah, Rowlf wouldn't make a good "pet" because he won't want to be a pet. He's far too independent to be someone's pet, after all he as he explains in the Muppet movie, he goes to work AND takes himself out for a walk. And honestly, the way you described what you would do with Rowlf, it doesn't sound like he's a pet, it sounds more like he would be a prisoner,
. But NO Rowlf, CAN'T be a pet. I just don't see that.
Rocco would be kind of a nice choice, because he's probably the least messy of all the pet choices,