The idea is to always have water in the tray, with the rocks being large enough to hold the pot above the water, never touching it, so the water's not wicked back up into the pot bottom where it can rot roots. It's not about 'wetting' the rocks as such.

While the o/a effectiveness of humidity trays will ever be argued, the idea of the stones or pebbles is to increase the evaporative surface area. A tray full of pebbles that stick up above the water level can double or triple the total surface area from which water evaporates. Water is pulled upward by capillary action to wet the entire exposed surface of the pebbles, so it really is about wetting the rocks.

As Lucy noted, be sure that there is no contact between water in the tray and your soil.

Al