The dish can be eaten cold or straight from the barbeque. It makes a good appetizer. I pretty much drown my puffs in sauce when I eat it!
Tofu pok is deep fried tofu. It is also known as "tofu puffs". Get largish ones as they are easier to stuff. Avoid the ones that are too dense; you want light, airy ones. Aburaage may also be used but because the tofu itself is so thin it's not as satisfying, I feel.
I used a ready-made rojak sauce. The brand was "Sambal Rojak" which admittedly is a pretty generic name. It is manufactured in Penang. Try to find a good brand.
Making your own is easy to do too. Dilute some har gou (虾膏, thick black almost solid prawn paste) with warm water or stock and add some minced chilli or chilli powder till desired heat level reached. That's it! I just don't do it because, though the method is simple, it's difficult to work with. The har gou paste is so stiff that it will bend your metal spoons.