You'll wanna soak some hardwood chips in water (preferably alder, but others seem to work fine, too). Discard the water, strain the chips well, then mix your grain spawn in the chips evenly. They'll do fine! These wood lovers are very, very hearty. I have seen them devour green, and cobweb molds like candy. They can become more susceptible to disease when they are older. It almost seems like they get old and weak, and die. Sometimes the can live for very long times, though. Once the chips are thoroughly colonized, it is good practice to mix fresh chips in about every six months, or sooner as needed.
Be patient. They are slower than cubes. They'll grow and fruit indoors fine, given adequate conditions. The thing most people lack with wood lovers is patience. They'll fruit when they are damn well ready, and that could be anywhere from 3 months to a year or more. Water them regularly! They love water-go figure.
Most of my personal experience is keeping them in tubs in my cold garage. When the fall comes around I put them outside, usually with good turnout. I keep them in loose plastic bags to keep the humidity up. Oddly, I had one fruit in the bag, in the middle of summer. That was a nice surprise! I have never messed with cyanofriscosas, but azures and cyanescens (the ones I have cultivated) are very similar, and probably like nearly identical treatment.
Good luck!
Be an adult only when necessary.