(Very) old thread, I am replying because this comes up 2nd in Google if you search for "Jalapenos in Rock Wool"
This season (Spain here) is relatively chilly, and I was trying to sprout some Jalapenos/Serranos, easily just in soil. My germination rates this time are really poor, and I also had some "damping off" in my greenhouse. It's also possible that my seeds are just old/bad.
Anyway, now I am trying another batch, this time trying to sprout in rock wool. Also because I have TONS of rock wool cubes of all sizes in my closet, together with the matching plastic trays. (I am using the small cubes which are just an inch at the top)
* Biggest benefit it's not organic, so there is no risk for mould and damping off.
* Many of these small cubes on a tray fit in a small space/germination station (I am using a tupperware container for this), since they're smaller than my seedling trays
Biggest benefit:
When you germinate in rock wool, you can (of course!) transplant the entire cube into soil later. The cube very nicely protects the seedling and the roots, like a casing. (It's always a little finicky to transplant from normal plastic seedling trays if you don't use Jiffies or something)
Since rock wool cubes have a high pH of 8, before you put your seeds in you should soak the cubes in 5.5+/- ph water for 20 minutes or so. Then take them out, put in the trays and shake a bit so that excessive water runs off. (Don't squeeze the cubes, it breaks the fibers)
DON'T:
For germinating do not put rockwool cubes without a tray or without a plastic liner in another pot with soil or whatever potting mix. I made this mistake some years ago thought this would be smart to do.

It's not: The dry soil around the cube sucks the moisture from the rockwool cubes very fast, within hours. Leaving the cubes bone dry. I almost had seedlings dying because of this, fortunately AFAIK I could save them in time. But of course you can replant them with the cube if they are 2 inch or so and already have roots.