If you squeeze them of course there will be water coming out. I talked to the owner of the local grow shop for almost 2 hours on how to clone with rockwooll and this is what he told me...
Run the cubes under tap water til they are saturated. Palm it in your fingers gently and with your arm above your head swing your arm briskly through a half circle and fling the excess water out, repeat, and let stand overnight. When the cubes are at room temp insert your clones. Over the next 7-14 days keep them misted, 2-3 times a day. With the dome off blow through the plants to chase out all the excess oxygen and put the dome back on. When you mist spray the leaves mostly but make sure to allow enough water drip into the cube that it stays moist but not wet. If you pick up a cube and it feels heavy and the bottem is soaked gently fling it out.
I have done this to a tee and all my clones look great. It is natural for the leaves to look yellow as you are only giving it water and it is stealing the nutes from the fan leaves. Don't take all your leaves off! It takes energy to keep those fan leaves going and keep the clone alive. I took a pair of scissors and cut some of the fingers off so the plant won't spend alot of energy on the fan leaves but they are still there for the clone to draw from. It looks like you did that already.. They like humidity but not a lot of heat, that's why I took out 2 bulbs. Also they don't need alot of light because they are trying to grow roots not leaves. Good luck and if you have any more ?'s pm me.....