I wouldn't worry too much about the finish coming off, after you've knit with them for a while they will become smoother and develop a lovely patina. They will become more polished with use. If you've gotten a couple of spots on there that are too rough, you might just take some very fine sandpaper 300 grit or above and delicately smooth them out. Rosewood will become darker and shinier with use.
That's part of the love of wooden or bamboo needles, the more you use them the better they get, but there is a small amount of time that, they are being broken in and the rough spots are being worn off, they play havoc with you. So, no worries hun, just keep on knitten stuff and before you know it they will be wonderful works of art, even better than when you bought them.