Probably it's the Merkur 37c. I have not tried shaving with that razor, the only experience I have with slant razors are the ATT S1 and S2. I don't notice any difference with other razos so I'm I can't help you there.
The Rockwell is a notably forgiving razor so you need to get used to a more aggressive razor, no pressure is the key to a good shave.
I've shaved three times in succession with the 37C. I also have a Rockwell 6C, which I use on R4. For me, they both fall into the need of ‘letting the weight of the razor do the work. Any time I get a nick from a razor, it tends to be when I apply the razor to my face; just before I commence a pass (unless I hit a spot/zit/plook*).
Take your time with your slant; especially as you're still getting used to it (as I am too). As readers of my comments will testify to, I don't find terms like ‘aggressive' helpful. ‘Assertive' works better for me. Which the 37C certainly is, I feel. FWIW, I don't think the Rockwell 6C is necessarily any more forgiving. Especially on Plate 4.
The blade is under torsional force - meaning that one end of the blade is more exposed.
Any sideways movement will punish you - as you have experienced
Ensure with every stroke that the blade along the razor head width is in contact with your skin, and of course - no sideways movements
I would not say it is aggressive but maybe your technique is off which usually leads to cuts, nicks and weepers; no pressure and let the blade do the work.