Henshaw was a henchman of the Joker.
Rocco and Henshaw worked with the Joker on multiple occasions. They would usually keep to themselves, keeping themselves entertained with magazines or card games.
They served as his muscle when Joker pestered Charlie Collins, but stayed on the sidelines during the main plan, the assassination attempt on Commissioner Gordon. They intimidated Charlie, although Joker succeeded fairly well in doing it on his own.
When Harley briefly left Joker's side (albeit involuntary) to team up with Poison Ivy, the two heavyset thugs joined the Joker in his quest to get her back. Though strong, they were no match for the two athletic queens of crime.
Rocco and Henshaw also recruited Connor as a driver for a heist on Gotham Space Labs. They stole a radar disruptor while Joker dealt with Batman and Robin. As the Joker's plan—to hold the city for ransom—unfurled, Batgirl fought off the two thugs.