Option 1: Chimneys - This is incorrect. Winds blowing in rocky deserts do not form chimneys. Chimneys are structures built for ventilation or to emit smoke from a fire.
Option 2: Mushroom rocks - This is incorrect. While mushroom-shaped rocks can sometimes be found in rocky deserts, they are not formed solely due to winds blowing constantly in one direction.
Option 3: Yardangs - This is the correct answer. Yardangs are elongated wind-sculpted ridges that form in rocky deserts due to constant wind erosion.
Option 4: Demoiselles - This is incorrect. Demoiselles are rock pillars formed by the selective erosion of softer rocks surrounding harder, more resistant rocks. They are not directly formed by winds blowing in one direction.
In conclusion, option 3 - Yardangs, is the correct answer as winds blowing constantly in one direction in rocky deserts can form these elongated wind-sculpted ridges.