You might want to consider keeping the neoprene collars on in any case (with or without clay pellets) to help block out the light to the root zone and from the water to help prevent algae build-up as clay pellets used alone will allow lots of light to come into 'contact' with lots of water and so you'll be fighting algae when you should be growing and looking at your lovely plants! ;-)
Added Response: That is an excellent point....I have to agree!