You want to use the purest and finest salt you can find. If there's any additives, it could kill your bait. If the salt has not dissolved in your tank before you add the shad, you run the risk of killing your bait. The salt particles can clog the shad's gills and suffocate them. They don't need help dying, trust me.
I'm not exactly sure what type of salt you have but I'm guessing by "rock salt" you are talking about something that is larger than your fine feed salt. Feed salt is cheap. I buy mine at TSC.
BTW, I'm no expert. I just know what works for me. Hope it helps.