A promising path to the discovery and study of individual rocky planets in the Habitable Zone around a star is to search for planets around nearby M dwarfs, as their mass and smaller HZ planet orbits leads to a significantly larger Doppler radial velocity signal than that of the Earth on our Sun. Since the flux distribution mid-late M dwarfs peaks sharply in the NIR a stable high-resolution NIR spectrograph capable of delivering high RV precision in the bands is a promising route to detecting rocky planets. I will discuss significant advances in precision NIR spectroscopy that may help achieve this goal, on-sky tests with laser frequency combs, and the ongoing design and build of the fiber-fed Habitable Zone Planet Finder (HPF) high resolution spectrograph.