Closet Canyon is a good canyon in the middle reaches of Rocky Creek. It has two relatively short constrictions, the second starting with an awesome looking Mt Hay-style 40m abseil down a waterfall.
See Newnes Plateau & South Wolgan Fire Trails for information on how to drive to the starting point.
From the locked gate at the end of the Rocky Creek exit track at MGA467143 (AMG466141, Rock Hill), head N along the fire trail. Take the right turn after about 1km on to a track (the Rocky Creek exit track). After a further 500m head N then NE along the ridge to the 1014 point. Continue NE for another 700m, before heading E and then N on the minor ridge, and drop into the creek at MGA489166 (AMG488164).
You quickly reach the first drop of about 10m, which can be scrambled on the right, or abseiled. There is a bit of a walk down the creek to where the canyon proper starts.
Scramble around to the left on tree roots and down to the first abseil. The first drop is 15m into a deep pool. Very good bridging can avoid a short (5m) swim for the first abseiler. Subsequent abseilers can be pulled across on the rope. The next drop is about 3m, into another deep pool, and is probably easiest to jump. The top section of canyon ends not far after.
There is some walking and scrambling down the creek to get to the next section of canyon. There are two main drops in the creek. The first can be easily scrambled on the left. The second can be scrambled on either side but both options are a bit dodgy and you would probably be better abseiling from tapes on the left (maybe 12m). Scramble down to the main drop, which is 40m from tapes around a chockstone. If your ropes are too short or pulldown is an issue, a rebelay point can normally be found about 20m down in the boulders.
From here it is a short walk/scramble down to Rocky Creek.
Head upstream on Rocky Creek for 400m to the next gully on the same side, and climb up the right hand side of the gully. At the top, scramble up on tree roots, and head straight up to the next line of cliffs. Head right under the cliffs all the way out to the nose, where there is an easy, obvious gully that takes you through the top line of cliffs. Make your way back to the car the same way as you came in.