As RTR says, if you have a rich substrate such as Flourite, or even a regular substrate that is established, you can plant Anubia right in it. Just try to keep as much of the Rhizome above the substrate level as possible.
I have found that planting this way they grow much better, and I have not experienced any rotting when planting this way. I just pulled two huge pieces of driftwood covered with them out for trimming and bleaching and their roots had grown down the wood and into the substrate.
Len