Hoping you still check in here, since this posting is so old!
I'm a New Zealand Roscoe, although I don't think we're connected to your line.
I think I have found your grandfather though; he's buried in the Waikumete Cemetery in Auckland, where some of my relatives are:
ROSCOE, FREDERICK WILLIAM
Plot : SOLDIERS BURIAL M Row 9, Plot 52
Interment Type: Burial
Title: MR
Surname : ROSCOE
Given Names: FREDERICK WILLIAM
Age : 85
Gender : Male
Occupation: PENSIONER
Date Of Death : 07-Jun-1966
Date Of Cremation : N/A
Date Of Burial : 10-Jun-1966
Funeral Director : FLETCHER BROWN FUNERAL SERVICES
Head Stone Details : N/A
http://www.waitakere.govt.nz/cnlser/cm/cemeterysearch/cemeterydetails.aspx?id=1519