Does Hoid have any rules, self-imposed or otherwise, about how much he can interfere with what is going on on whatever planet he is currently on? And why does he take such an active part on Roshar, compared to the other planets he has visited?
Hoid has a few rules of thumb, but he does not have the same rules that the Shards have to follow, which is basically one of the big points that makes Hoid do what he does. He has to watch out, because drawing their attention at the wrong time can be very dangerous. But that's not necessarily a rule, it's more of a "be careful." He's defined by the fact that he doesn't have to follow the rules. And he's also defined by the fact that he intervenes when a lot of others think that one should not intervene, as made evident by the chastisement he receives from Frost. So, I would say, no and yes. There are some weird limitations on him related to things in his past that you will find out about eventually, but those are not really about intervening.
Why Roshar more than others? There are a couple of reasons for this. One is: the way he is intervening on Roshar is something that is directly involving the main characters of the book I'm writing. He actually has done a lot on other planets as well, you just haven't seen it because he hasn't been as involved with the main characters. Why is he involved with the main characters? Well, he is trying to get to be a Knight Radiant, and he wants to be involved with the people who are becoming Knights Radiant, because he wants to figure out how that magic works and specifically how you can get off-world with it, which is the real trick on Roshar. So he, in this specific instance, is really involved with those characters because of that reason. A lot of the other places he will go, the magic is already extant, and it's not like Roshar, where the magic has not been around for a while. So he is kind of by necessity more involved in the plot.