I’d like the 12v rocker switch LED to illuminate when the switch is turn OFF
The easiest way is to use dual-throw switch (also known as DPDT, SPDT, or ON-ON) with a independent light input.

Here is one example:
http://www.mouser.com/ProductDetail/NKK-Switches/MLW3012-12-RC-1A/

In this case the common is 2, switch toggles between 1 and 3, and lamp is on separate L+ and L- pins. So you will want to connect common to 12V supply, then pin 1 will go to your lights, while pin 3 will go switch's light (L+). L- goes to ground.

If you cannot find ON-ON switches in the style you like, it will be possible to use regular single pole (SPST / ON-OFF) switch by "shorting" back light when the switch is on. However, this method will waste power, so I only recommend it if you cannot find ON-ON switches you like. Let me know if you are interested in that.