If you must do that, you can use peat pellets, rapid rooters, a sponge, capillary matting, or anything you can keep warm and moist. Notice I said moist? It's really hard to keep rockwool moist. It wants to stay wet. All of that stuff can be used in hydro. Some people who use rapid rooters cut away the netting and let the medium gently fall out, other just put the rapid rooters in clay pellets or other medium. I think their web site says you can use them in soil or soil less.

I avoid that whole mess by putting the seed directly in soil to sprout. I've had the best success this way. There is no transplanting, therefore stressing the plant. Once the plant is a few weeks old I go to bloom and weed out any males, and take the best ones for mothers for clones. I root clones in my cheapo-aerocloner, thus using only females in my grow area.