Part of the reason gyrojet ammo is so expensive is because the technology never matured- it would probably still be expensive, especially compared to a standard bullet, but the cost would have come down if it had started seeing mass production.
Also, there probably isn't much point in making a gyrojet weapon for a mech simply because mechs are so big that they don't have near the issues with recoil that humans do- all that mass results in less recoil.