Welcome to TRT!
Yes, it makes sense. If you put algae covered rocks in the tanks straight from the ocean, then each time you do it you stand a very good chance of causing another cycle due to the die off of living things on that rock. If the ammonia level rises too much then the urchins will die. Your best bet would be to go ahead and get the tanks established and fully cycled first, so that they are stable environments for the urchins. Algae will grow naturally in these tanks, but you can also supplement using
dried seaweed (here in the states we call it Nori and it is just unflavored sushi wrap).
I have no idea what type of time frame your study is going to be done under nor what type of equipment you will have, so this is just my first inclination of how to go about it. I am sure there are others on here that will pitch inand help get you going in the right direction as well.
I hope that helps.