Thats normally how I do. Either start in soil or in a paper towel and then move to soil.
But since I've moved to doing DWC, you have to have them in some sort of substrate before you put them in the net cup. If you use coco, it makes a mess in your water. It seems like when I move the sprouted seeds to rock wool, a lot of the time they just seem to stop growing for a couple days, unlike in soil. So I wanted to try something different.