no rocks in the pond. you're creating a spot for a fish to bump or scrape itself. Remember that koi are river fish and can move quickly. If spooked, your fish can slam into those rocks/cave.
If you want a spot for your fish to hide, use plants and build yourself one of koiguys floating rings so the koi don't nibble your roots. They will hide under the plant ring if needed.
When it comes to ponds, I pretty much leave it up to you in terms of filters, BD's, UV's, whatever you want to do is your perogative. But rocks is definitely something I get heated about. No rocks! No rocks! No good comes from rocks in a pond! LOL!