In Planet of Exile Agat says that his people learned mindspeech from "another race, long ago, on a world called Rokanan."
In Four Ways to Forgiveness Solly had learned "farthinking from an old hilfer on Rokanan" which is presumably the same world.
So Rokanan is a place where the inhabitants know, and can teach, mindspeech (telepathy).
In "Vaster than Empires and More Slow" we have "one of the recently discovered worlds, a hilfer name Rocannon reporting what appears to be a teachable telepathic technique"
In Rocannon's World Rocannon is referred to as "Lord Rokanan" by the inhabitants.
Putting that together, we have Rocannon discovering a world where telepathy can be taught, and that world later comes to be called Rokanan.
Further confirmation is the reference in The Left Hand of Darkness to "the degenerate winged hominids of Rokanan;" Rocannon and his party are captured by a race of winged humanoids who he decides are degenerated:
They were very tall, very thin, semi-humanoid; hard and delicate, moving rather awkwardly and slowly on the ground, which was not their element. Narrow chests projected between the shoulder-muscles of long, soft wings that fell curving down their backs like gray capes.
[...]
the tall angelic figures whose noble heads held brains degenerated or specialized to the level of insects