Yes, don't hold back on the rocketry stuff until you reach whatever you have in mind. Carbon dioxide engines can and should be built with very little resources and research. Spaced Out is designed to allow you to go to space fast, so do just that!
Oxygen Not Included
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If you play the "classic" version of spaced out your main asteroid will have more resources and let you take a bit more time through the mid game. The other version really wants you to do rockets quick. CO2 and/or sugar are good for early game.
I usually keep a full 2nd colony on my secondary asteroid so I have full access to those resources too. My supply teleporters are always working. Your secondary asteroid should also be on C0~2~/sugar rocket round-trip range. That can move dupes and/or loads of storage containers. And any asteroid with a co2 geyser can be a refueling depot.
In spaced out your base probably won't be 100% stable before you go into space, a lot of resources you want won't be available on your starting asteroid so it's best to just go for it when you can.
If you're just trying to get to the next planetoid, I normally start with a CO2 engine. It's cheap and powered by a waste resource that you're probably trying to dump anyway; just stick a pump with a filter at the bottom of your base somewhere. You can squeeze a data collection lab in the solo nosecone too, keep it in orbit around your starting asteroid to generate data banks. Just make sure you land every so often to refill oxygen and food for whichever dupe you've stranded up there.
As for actually colonising another asteroid, to start with I'd send a rover or two. They can carve out rooms and make the space relatively livable before you risk any dupe lives. Next thing is to make sure you can built a rocket platform. Rovers can't built one, you'll need to make sure you have enough materials on that planetoid then send a dupe. The payload launcher is the best way to send resources, but since you probably don't have that yet you can send two dupes down in trailblazers made of the same material, deconstructing those gives just enough resources to built a platform. Once you have a rocket platform you can transport materials between worlds by giving manual orders to move resources into the rocket before you leave and onto the planet after you land. Takes a bit of effort, but it means you won't have to build dedicated shipping infrastructure until you're ready.
When you're ready to go further that depends entirely on what resources you have readily available. Petroleum engine is the safe bet if you're processing a lot of oil, a small pretoleum engine with an extra fuel tank should get you enough range to explore most of the map. In my latest colony I skipped that and want for a radbolt engine instead powered by a pit full of shine bugs, it worked well but 1k shine bugs on a single tile does lag the game a little.
I also typically burnt out on mid-game, I think the way to conquer this is to set goals for yourself.
Thanks for the replies, I think I do get stuck wanting to have a stable base before I touch rocketry and that's likely my biggest issue.
MY Factorio brain makes it a challenge ;)