We report what we believe is the first example of efficient rocking filter formation in polarization-maintaining photonic crystal fiber. Very high coupling efficiencies (as much as -23.5-dB suppression of the input polarization) and loss of < 0.02 dB were achieved for fibers as short as 11 mm. The filters, which we prepared by periodic mechanical twisting and heating with a scanned CO2 laser beam, are highly compact, and they are expected to be temperature stable.