Point One. Roxul has, for no clear reason, changed it's name to Rockwool. The new packaging looks like a generic or knock-off version. The fact that they've changed the colors for the different variants only adds to the misconception. Because this renaming was and is a bad idea I'm going to stick to calling it Roxul.
Roxul needs to be handled and stored with some degree of care. A particular - and otherwise awesome - local purveyor stores their Roxul on the second floor of the warehouse; when you order some they throw it down to the ground and then toss it into the truck.
Roxul comes in essentially rigid batts a little larger than the specified bay width between studs or joists. Being a slightly springy material each piece holds itself in place while retaining its insulating efficiency (r-value).
Beating up the bales will break down the stone-wool fibers that comprise your Roxul so it will lose its springiness and won't stay in place. This will also significantly reduce your insulating efficiency. Since you're paying more for Roxul you probably want it to function properly.
A healthy Roxul batt is rigid, looks crisp, and won't sag much if held horizontally by one end. Any batt up to r-23 can be held by one hand without folding or breaking (r-30 is heavy enough that even a good batt will bend and break when held at a single point). You can spot a broken-down batt if it bends and breaks when you pick it up.
Broken-down batts look ragged, bend, crack, or break when lifted, and lose their elasticity so they don't want to stay in place between studs or joists. Mistreated batts are softer and less resilient. After handling them you will notice a residue of broken stonewool fibers and you will be more prone to coughing.
Good Roxul bales are more rectilinear than beaters. The more rounded bales should be avoided. Run, don't walk.
Unlike fiberglass, Roxul cannot be compressed for easier cutting. Instead of a standard utility knife you will need a longer blade. Roxul itself recommends serrated blades, like the GRK model at Lowe's, Home Depot, and Spears. The serrated blade enables all manner of cuts, including non-through cuts such as those around light switches. A standard bread knife will do just as well although most don't have the pointed end that purpose-built units do.
However, I prefer straight blades. You have to willing to keep up with sharpening but you get much better precision, cleaner edges, and considerably more speed.
Bullet Tools has a line of products called Centerfire that includes seven inch razor blades to fit into fixed utility knives. They make a three inch version but there's no real benefit to it. The steel is good but the blades are somewhat disposable: they are thin and easy to break.
For the price of three of the seven inch blades you can buy Hyde's Black Dragon, which is a very effective tool with a lovely, if overblown, name. The Black Dragon offers all the benefits of the Centerfire knives but has a burlier construction to resist breaking and chipping during sharpening. It's an inch longer but it has the same square-ended tanto blade and the same non-tapered profile. It has a grippy rubber handle, to boot.
There's another option we'd recommend, as well. Kitchen knives. We have a professional grade chef's knife, triangular, nine inches long and almost three inches deep. It's very good at long, straight cuts and it holds its edge for ages. It's awkward for curves and short cuts but it's a genuine delight for most cuts.
Cheap kitchen knives are made with inferior steel and will require sharpening after every cut. Not really an issue if you're insulating a birdhouse but very tiresome for most jobs. Good steel, as exemplified by Bullet Tools, the Black Dragon, and quality stainless kitchenware, will make a dozen - even two dozen - cuts before needing resharpening.
Be cognizant of water vapor transmission as you're finishing up your insulation job. Many (most) people wrap their sheathing with Typar, foam, or ZIP System and then seal the insulation in with poly sheeting on the inside. The condensate formed above the foundation has nowhere to go and not will simply sit in the walls you so lovingly built with your own two hands. That moisture will create mildew and contribute to rot in your studs, hastening decay and the eventual ruin of your house.
A quick point; omitting the task of stapling kraft-facing and omitting the poly sheeting does mitigate the labor involved in Roxul installation.
Staying on the theme of quick points, although Roxul is easier on the skin and lungs than fiberglass, it's still advisable to wear a dustmask. Any simple dustmask will do, although on might prefer the sort that conform to the nose and offer respiration at the front, purely for comfort's sake.
We suffer no skin irritation at all but we have a friend who suffers specifically in the webbing between his fingers. Be prepared to flex to meet your own specific response if necessary.
There is no Rule 6.
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