You can do it, you just have to be careful you dont overwater while they are young.
The great thing about Rockwool is that it retains water and provides oxygen to the new roots when rockwoll is wartered correctly.
The thing is, most people over water rockwool to the point where the roots cant get any air and thats not good. Happens all the time because rockwool is like a hover, it sucks up water and retains it. I like to drip on one corner of the cube with the nutrient syringe I have for the first week or so. Give them like 10mil.
When they have roots in the rockwool then to water I touch the bottom of the cube to the res for a second. This gives them enough water for two days.
Then once the roots are poking out the bottom then you can place them in a bed of hydroton and water just up to the bottom of the rockwool cube. Again just a little bit. You want the roots following the water into the hydroton.
So its tricky when they are small I put them in small pots with hydroton on the bottom then into the tray.
Hope that helps