To be fair, Rocky did say agar was best practice, not that it was the only way that will work. It's important to remember that all spores are not created equal. Well, not all spore prints are anyway. A lot of the commercially available prints, and spore syringes have been made in sterile conditions, and have quite high success rates. Though wild prints, or prints taken from open air grows aren't likely to have those same high numbers. I don't think anyone would argue that agar does not offer better chances for success, but if you are willing to accept a higher level of contamination risk, spore to grain will work. I've grown cubes this way back when I first started playing with mushrooms, syringe to rye berries. Back then I was buying my syringes from Ms H, and I only ever had a couple of bags turn green, and they were due to my learning curve, and poor procedures, not dirty spores.
If you get a dirty syringe the only thing you're going to get out of grain is going to be failure, but with agar you can work a dirty sample, and separate out a known clean culture. The thing is you wont know if your syringe is dirty before you try it out, and pre-sterilized bags are not cheap. It's a real bummer when all the bags you've knocked up turn green and fuzzy.
IMHO it comes down to what do you personally find as an acceptable percentage of failure, vs the amount of time and effort you are willing to invest.
Good luck in the hobby, and good grow vibes to you.