You forget to mention that Metagross has that rock resistance anyway.
		
		
	 
 
This is perhaps not terribly important to the topic overall, but I would like to clarify that when I said
 
	
	
		
		
			but Lucario still has the important Rock resistance
		
		
	 
 
I meant that you can sub in Lucario over Metagross without sacrificing a slot with a Rock resistance on the team. Metagross has a Rock resist, you lose one if you take him out, you regain it when you put Lucario in his place.
 
	
	
		
		
			Also if you were to run a bulky spread on scizor, then how would it be a HO team if theres a bulky Pokemon? My understanding of HO is that all Pokemon are sweepers that require a turn of setup and sweep. In HO, there can be no consideration for bulkiness or defence as it slows the pace down significantly.
		
		
	 
 
While you are correct that using bulky Pokes for the sake of being bulky is not productive for HO, you are also almost inevitably (with any variant of physical HO for OU that I have ever encountered) going to be forced to take some hits at some point, and it's no good if your monsters die before having the chance to set up. So the reason for the bulk is not for absorbing hits for no particular end, it's so that you can survive and set up vs. things like Latias spamming Dragon Pulse/Draco Meteor or vs. Salamence locked into Outrage, i.e. for offensive purposes.
Many Pokemon you want to run in HO do not reasonably have the opportunity to run bulky spreads. Salamence needs 252 Speed and the remaining 256 EVs in Atk/Spatk in some distribution, Lucario needs max Speed/max Attack, Tyranitar needs max Speed/max Attack, and so on. 
Scizor on the other hand (and frequently Metagross as well, and perhaps a handful of others) actually do not demand 252/252 spreads because of their nature. Metagross doesn't start outspeeding anything in particular at 239 Speed (stat) that it wouldn't with ~225, so you might as well grab a few extra points of HP. (Max Speed + Jolly doesn't net you anything in particular after an Agility either, aside from Timid HP Fire Scarfed Latias/Gengar, for the curious.) Similarly, Scizor is a slow guy who doesn't really benefit particularly from 252 Speed unless you fear enemy Scizors, so max Speed isn't all that useful. He even runs a priority move (and you end up mashing out a lot of Bullet Punches with SD Scizor, since you can't outspeed anything with much Speed to speak of), so Speed is intrinsically less important to him anyway. So in these cases, you are not giving up any meaningful offensive capability when you put EVs into HP or defenses rather than just maxing Speed- to the contrary, you make it easier to absorb a hit or two if needed and set up.
 
I think that turned into a bit of a tl;dr, but I hope it made things a little clearer.
 
 
 
Get-X, Heracross to eliminate Rotoms is an idea I have explored, but without a Guts boost you only have a small chance to 2HKO bulky Rotoms (252hp/160def Bold only dies like .33% of the time after SR, and even 0/0 Rotom barely takes enough damage that it will have to die- thanks to the SR damage on switch-in and the SR damage it would take from switching in again) with Adamant Hera. It's not a bad status absorber, but you can't really run Scarf on him on HO- Choice items are bad generally and Scarf is virtually never correct, and Heracross especially is locking into moves that teams can resist easily. He ends up fairly slow, then, and he doesn't have the kind of compensation (priority, Agility, resistances, sweeping threat) you normally get. There might be some sort of niche for him, but it's difficult to justify his inclusion. If you do find a way to make it work though, please share it with us.