I do not cage virgin queens as some type of encouraged procedure. I cage queens (cells) on days that I am behind and need to keep them from coming out and killing each other. I'll remove all cells from the bars, place them into individual cages, then just stand them up on top of the frames. If I can, I'll leave them on the cell bar and cage them. I use wooden cell bases from Kelly and the hair curler cages work well. The hive or even nuc, is already very strong, and the bees will normally keep the cells warm. So I do not use an incubator. Once emerged, I remove the queens with cage, and place them into nucs that have been queenless for a day or two. After 24 ours, I open up the cage and the queen walks out.
As a side note, all my nucs have a two inch spacer already made. For feeding, etc. So laying the cage on top of the frames of a nuc is no problem. The bees will feed and provide enough heat.