Such rockets were referred to as gas-core nuclear engines in the literature, and a search under "gas core reactor" will raise a lot of information. Max Hunter in "Thrust Into Space" deals with this technology extensively. In such a reactor, a fission reaction in vaporized fissile material releases much of its energy in visible radiation that is intercepted by a propellant which is then heated and expelled from the engine. Ideally, the fissile material is contained by either a transparent flow-cooled structure or by a fluidic barrier, preventing long-life radioactive materials from being exhausted with the propellant.

It is theoretically feasible, but there are major technological hurdles to overcome.