I was thinking about doing this to my Riot. I'm not certain as well, however, the plastic panel at the bottom underneath the doors (I don't know if you want to call that a rocker panel or not) does appear to be bolted on, and may look funky if it is just removed and not replaced with anything. One thing I always did when I was getting experimental was to take some fishing line and wiggle it in behind the panel. Usually, if it didn't get that far in before stopping, it was adhesive, but if it went in a few inches before stopping, it was clips.
Regardless, the removal of those plastic side panels and rocker panel, and make a little kick panel that keeps the lines of the Jeep would be slick looking, even if a little extra body work was needed. Double the coolness if the plastic looking bumpers underneath were painted to match the body!