this is just my opinion.
leave the little sprouts in the small rockwol cubes.
mix the compost with potting soil.
put seedlings(rockwool cube and all) in the pots of soil and compost mixture.
it wouldnt be a good idea to pull the little seedlings out of the cubes, even tho you dont see any roots coming from the cube, they still have small delicate roots still pushing their way to penetrate the cube.
pulling them out would damage the delicate roots they do have, and they would die.