You can go straight into the coco and vermiculite but if it was me I would be using perlite instead of vermiculite as it aerates a lot better producing much more oxygen for the roots
Vermiculite is a bad idea........perlite is what you need......vermiculite retains water and perlite increases aeration.
I start in rapid rooters and place them direct into my coco.......it helps in keeping the rooter from drying out.