As the sigil of House Tyrell is a rose, the sobriquet is a play on her cunning and prickliness.
sigil, sij′il, n. a seal: a signature: an occult or magical mark.
"a sign, mark, or seal," mid-15c., from Late Latin sigillum, from Latin sigilla (neuter plural) "statuettes, little images, seal," diminutive of signum "sign" (see sign (n.)). In astrology, an occult device supposed to have great power (1650s).
When my mistress died, she had under her arm-hole a small scarlet bag full of many things, which, one that was there delivered unto me. There was in this bag several sigils, some of Jupiter in Trine, others of the nature of Venus, some of iron, and one of gold, of pure angel-gold, of the bigness of a thirty-three shilling piece of King James's coin. ["The Antiquarian Repertory," London, 1780]