If you're using rogare or another transitive verb (that is, a verb that takes an accusative direct object), then yes, you can turn the main clause passive, exactly as you've done. All four of your Latin sentences are perfectly correct.
However, note that some intransitive verbs can also introduce indirect commands, such as imperare and persuadere. In these cases, to turn the main clause passive, you'd have to use an 'impersonal passive.' For example, (nobis) imperat ut veniamus would become (nobis) ab eo imperatur ut veniamus. (Literally, this means 'There is an ordering by him [of us] that we come'; practically speaking, though, the English meaning is 'We are ordered by him to come.')
You could turn the subordinate clauses passive too, if you wanted. However, for your specific examples, you would once again have to use an impersonal passive, because the verb venire is intransitive. In this case, the subordinate clause ut veniamus would become ut a nobis veniatur. Still, if you changed both clauses to passive voice in this way, the resulting sentence, rogamur ab eo ut a nobis veniatur, would be as clunky in Latin as the literal translation, 'We are asked by him that there be a coming by us,' is in English.