I wouldn't want the rockwool, and if I did, I wouldn't wrap it in plastic.
IIRC, it's about air particles... soundwaves are air... If you wrap it, air cannot penetrate.
As long as you aren't playing around with the panels... beating on them, constantly moving them, the rockwool should be reasonably inert.
When you are working with it, you should absolutely wear a respirator and work in a well ventilated environment, especially if you are cutting it.
If you want something much more friendly, the recycled Denim insulation is far safer and much more environmentally friendly. I know it's not the same as rockwool, but in those other ways it is better.