Well... i used to be one of those pyro kids that liked to melt things. So, melting plastic used to be a hobby of mine i guess. I do not use a heat gun or propane torch. I use a slighty hazardous method using only my hands and an open flame so i don't recommend others do it.
I use a gas stove and hold the grid and rock about 2-3 inches above the flame, i try to apply the heat only to the specific area that i will be forming around the rock (more like folding, since the rocks are nice and flat). Holding it at a certain distance away from direct flame makes the melting point of the plastic easier to notice. The plastic starts to turn a little clear as it melts (similar to how hot glue turns from opaque to translucent as it melts) and i immediatelty form that section around the rock (this can burn you if you let the plastic melt for too long, maybe some kind of silicon glove/potholder can be used to protect ones hand). Then i douse the section in cool water to speed up the cooling and solidifying process. The grid only covers the top, sides, and about a centimeter of the underside perimeter of the rock. You can cut notches in the grid near underside folds to prevent bunching of the plastic and allowing for flex, wich will ease in removal and application of the grid cage.
Using the rocks is pretty simple, i just snap them off...it usually involves easing them out of the plastic shell one section at a time. Then i place some riccia or moss in the grid cage and work the rock back into place, no tying knots or wrapping with string. I would assume that maintenance would be simpler since i can just remove the rocks from the tanks and trim them outside without any plant clippings floating around in the tank after.
I have yet to see how the riccia or moss will fill in the grid spaces, hopefully it will all be green with no plastic bits peeking through.