First please install and activate YITH WooCommerce Wishlist plugin in Appearance -> Install Plugins section.

Then go to the Pages section and create new page Wishlist with page contents: [yith_wcwl_wishlist]

Then go to the YITH -> Wishlist and select your Wishlist page:

Using WP Rocket with YITH WooCommerce Wishlist

If you use the YITH WooCommerce Wishlist plugin, you may notice some random issue with caching where the most common is the wish list being cached and not showing the correct products.

YITH WooCommerce Wishlist works with a cookie. The solution to avoid problems with caching is to enter the following cookie ID into the option Never cache cookies on the Advanced Rules settings tab:

yith_wcwl_session_<COOKIEHASH> 

where is an hash of your site url. Generate COOKIEHASH by https://www.md5hashgenerator.com/