Alright, this was a bit of hard to hunt down, basically open-vm-tools dont work for Hyper-V since they are focued for VMWare.
This actually became quiet a head-scratcher for me to make sure my VMs stay healthy. After some searches and hit and try methods, i came up with the following steps.
Step 1: ssh into your Rocky Linux:
Step2 : update your Rocky Linux:
#sudo dnf update -y
Step 3: Install Hyper-V specific integration packages:
#sudo dnf install -y hyperv-daemons
Step 4: Reboot
And you are done, The steps above is enough for integrating Rocky Linux 8.x to your Hyper-V 2016 and up enviornment. If you need to do an integration for Azure specifically i recommend you to follow recommended steps from Microsoft for RHEL, Rocky Linux 8.x, Alma Linux 8.x and Oracle Linux 8