Rosie's Links
Rosie holds Jeff, playfully, at arm's length; they butt heads often because of their personalities. Rosie loves to tease and get a reaction out of him and loves the attention, and something feels a little good about getting into a fighting match with some creepy, dirty killer guy.
..At least that's as far as she'll let anyone catch on. Really, Rosie can't understand why he'd want to pay attention to her if he doesn't want something. He confuses and irritates her, but she also genuinely cares about him hidden under all those layers of jokes and poor emotional skills.
Unfortunately, she destroys any chances of friendship by betraying Jeff's trust and using him as a tool for Anse to feed with. He's rightfully devastated, and the screaming match that ensues leaves Rosie in angry, bitter tears. Whatever! She didn't care about him anyway!
Rosie is the first person Jeff has met for years. It means she's in hot water if she's in the mansion, and Jeff is equal parts terrified and ecstatic. His loneliness is really clawing at him to make a connection, but his stubbornness tells him it isn't worth it. Even if he won't let it show, he wants to protect Rosie from all the evil afoot. Well, he should have listened to the part of himself that's dedicated to being a heartless friendless killer: all his effort is thrown into his face when Rosie betrays him and leaves him in dire straits, for one of the monsters he's warning her about. He cuts ties then. She can figure out a way to survive on her own.
Rosie's abandonment+attachment issues come up pretty big here, as she figures it's ironic that she can only make people stick around if they're magically chained to her. She keeps up pretty well with his cruel jokes and mischief, and eventually becomes attached to him as he oddly enough shows more consideration and care for her than the real, actual humans that were in her life. She knows it's weird, but she'd do anything to make sure Anselme doesn't starve to death at her hands. She doesn't want to ruin the one good thing she has.
Rosie went from an arbitrarily chosen tool to pest, and eventually friend. Very ironic that he is unable to hurt her while she passively starves him to death. Still, there is something about the fact that she is the first human he can be around without scaring, and that's what opens up all his latent issues. He's very attached to Rosie and it works out that she's as mischievous as he is.