Hey Lassig
I stocked when water temps were north of 60 degrees. I think that's plenty safe for the hearty species we use [PK]. I'm in NE [zone 5] and stocked in late April.
I had very little submergent vegetation in my ponds but they still did well, apparently, but some vegetation is going to improve their chances of thriving, obviously.
I don't personally believe the type of bales matter - but I used hay as thats what I had handy. Just stake them down in a shallow part of your pond and release the shrimp near it.