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Watching a food programme at the moment called My Greek Kitchen and Greek Rocket was mentioned. It looked more like a spinach than a type of rocket.
Anyone heard of it?

Interesting!  No I haven't. 

Is it like Turkish Rocket, which is a primitive brassica and you can use the leaves cooked like spinach (they are slightly bitter) and the unopened flower buds which are delicious?

http://www.edibleacres.org/purchase/turkish-rocket

Suspect its Turkish Rocket,Bunias Orientalis, but grown slightly to the west /south! Maybe from Cyprus where such differentiation is significant.

If it's the same My Greek Kitchen (Tonia Buxton, I think her name was) that I remember watching years ago, her family's from Cyprus so that would make sense.

it might be arugula

I suspect it's just plain rocket which the Americans call arugula and Italians call rucola.

In Greece anything that might be termed Turkish elsewhere is called Greek - like coffee.

It's a still  worse to be Turkish than German in Greece.

https://www.growfruitandveg.co.uk/grapevine/vegging-out/lets-talk-about-rocket-wild-not_95710.html