I'm not sure if "cooking rock" means the same thing here as it does in the states, but if so, I'm against it. When you keep live rock in the dark with no food for weeks on end, this kills most of what makes live rock "live."
What you should do is called "curing." That's when you put the rock in a tank (that's at least lit) and let it "cycle" for a few weeks. This lets whatever might be dead or dying on the rock to finish dying or degrading before you put it in your main tanks. However, keeping the rock lit (and possibly fed) during this time, helps preserves whatever might still be alive.
If you're starting a completely new tank, you can cure the live rock in the display tank (as it will simply "cycle" along with everything else). If you want to add new, uncured rock to an old tank, I think it's ok to add it in small amounts (an established tank should be able to handle it). However, as with anything wet, it might be a good idea to QT new rock as you would any new fish/coral.