I have used oak cubes before. The beer was a Belgian Dark Stout. I fermented in primary for a month and then transferred to 2ndary on the oak cubes for 3-4 weeks (can't remember exactly).
The beer was good, but it really needed to age a little bit in the keg. Lasted a long time and was delicious starting at about 4wks of carbing.
I don't think you want to use these in primary. I can't give you the scientific reason why, but I typically add flavor additions (i.e. dry hopping, or fruit) in secondary, away from the yeast cake.
I didn't use a bag for the cubes and they didn't seem to leave any kind of solids behind, so i think you will be good without the bag.