I've got my seed growing in a rock wool cube that I've been feeding just water and the roots are long enough for my hydro bucket but I wasn't sure if I should just place the rock wool with the sprout under my clay rocks or should I rip off the rock wool?
Leave the rockwool in place, if you try to remove it you will most likely damage the roots. Remove the plastic that surrounds the cube (if you haven't already) and place it in the middle of your net pot with the hydroton or clay rocks around it.