We show how to implement stick boundary conditions for a spherical colloid in a solvent that is coarse-grained by the method of stochastic rotation dynamics. This allows us to measure colloidal rotational velocity auto-correlation functions by direct computer simulation. We find quantitative agreement with Enskog theory for short times and with hydrodynamic mode-coupling theory for longer times. For aqueous colloidal suspensions, the Enskog contribution to the rotational friction is larger than the hydrodynamic one when the colloidal radius drops below 35 nm.