Cold Frame growing

I bought materials to build two small plastic cold frames this weekend. They are going to be bottomless, as I plan to move them around the garden a bit as I plant out more tender plants in a few months.
I plan to plant out some tougher plants this weekend like early spring veg (cabbage, kohlrabi, salad, etc).. but they'll eventually all need transplanted out elsewhere into the garden to fill in space around summer crops.
My question: Is it better to plant directly into my garden soil (with a bit of fresh seed soil on top) or into pots? Space is at a premium.. but the idea of pricking out from the middle of the cold frame sound tricky. I don't have a slug issue, so I'm not worried about those.
There is all sorts of advice on what to plant into a cold frame.. but not how. If you have soil in the bottom of your cold frame, how do you plant? What works best?
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I tend to start off the plants indoors and transfer them into a cold frame when they need hardening off for outdoors. I only have my sweetpeas in my cold frame at this time of year.
I thought maybe I would just plant the seeds, and they would germinate when they were ready and conditions were right. If they rot inground, it's not such a huge deal.. I don't really need 1000 mixed salad plants.
I'm just itching to get started.
You can do i have started hardy annuals off in a cold frame such as cornflower sweet peas godietia etc. They will germinate a few feeks earlier than direct sown ones and i suppose you could just sow direct into the ground. Watch out for slugs though.