When Ms. Kim set out to design the cover of “Fresh Complaint,” a 2017 story collection by Jeffrey Eugenides, a writer she had long admired, her desire to impress him got in the way at first, she said.

In some of these shots, Rocky wears a $4,000 Saint Laurent trench coat and crimson tie, in others he wears a vast Gucci cashmere coat, despite Los Angeles’s temperate climes. He’s flanked by thickset ...