As far as I am aware, you do not HAVE to remove the rockwool It is a growing medium and the plants roots might have a little issue growing through the basket and through the Cholla but after it gets growing it shold be fine getting into the substrate.
My hair grass died with lower medium light. It was a bit to the back corner. But make sure it is as close to right under the brightest part of the light possible.
You could always add a daylight spot light (clamp lights are economical) with a plant proper K
rating to give it a boost. Probably get the bulb for $5 and the clamp light for ~$10. (used for maybe $2. thrift store, yard sale, or habitat for humanity ReStore)
The Cholla pot idea is great. It is hard to find nice sized Cholla with a diamerter of 2-4". Maybe an idea for supplemental income
for all of us NOT living in AZ.
Oh and it does last for years - had some for 3 years.