Here's what 'I' think; Gun powder technology got assimilated into Mongol Army through their conquests in Chinese mainland and there have been evidences that Mongols employed them for some primitive rocketry like spear projectiles powered by gun powder.

Mongols were ancestors of Mughals and it's plausible that they brought with them rocketry tech to India as there have evidences that rocketry was prevalent in Mughal empire even before Tipu Sultan's time.