Hello and thank you for your inquiry.
I have actually done this myself and found it worked great. The rock is generally left in a "dark" zone in the sump and tons of beneficial organisms like sponges, tunicates, mini starfish, etc... will grow all over this rock. This is sometimes called the "cryptic zone".
I would recommend giving it a try and see how it works out for you. If you are having issues with water splashing, you could try putting a porous sponge at the surface of the water to help prevent this from occuring. This sponge should be rinsed often, but shouldn't clog as quickly as a filter sock would.
If there is anything else we can do for you please let us know.
Marine Depot Customer Service