I've thought about building an entire unit of these like the beastly chaos marines. That will have to be some other time as I'm running behind on painting my Crusading Normans for Adepticon.
The rock is actually flattened out Apoxie Sculp allowed to cure, then broken with a hammer. I also press a relief pattern into the top of the flattened piece of putty before it cures with an actual broken rock.