It is most likely referring to 'maths', and students taking a maths test. Your rough work is the work you do to find the answer to the sum/question, usually done in the margins or on scrap paper. It is more commonly called 'working out'
The students need to cross out their working out/rough work so the teacher can see the answer more clearly.
Also, please note in Britain at least, students should never cross out their rough work in a maths test as the teacher wants to see the method the student used to reach their answer,