i don't like dumping substrate all over the fish personally, if its easy to get them out then I would.
I would test that 'pre-rinsed' thing by putting it into a bucket and adding water, see how cloudy it is. if it's not too cloudy then it'll be okay, but I wouldn't trust it. The thing about these fired clay substrates is in packaging/handling I think they tend to build up a bit of dust from the pieces rubbing against one another.