To add: there's ongoing research to "reverse-engineer" the magnetic properties of certain meteorites that contain tetrataenite [0], which is as strong as a rare-earth magnet, but requires no rare-earths, but takes millions of years to make[1]. I studied techniques to speed this process up in the lab over a decade ago when this was new, and got to handle meteorites in the process.

A less "magnetically invasive" way to check if a material has magnetic material would be to put a compass nearby (as recommended by the site). Also, one could put a rare earth magnet on a string, watch it align to the earth's field away from the rock in question, then bring it carefully close to the meteorite seeing if it settles to a newer direction. This would still expose the meteorite to a magnet, but a very small field vs checking if something sticks.

[0]https://www.cam.ac.uk/research/news/new-approach-to-cosmic-m... [1]https://en.wikipedia.org/wiki/Tetrataenite