I have done wintersowing in milk jug type containers for two or three seasons now.
I start herbs, vegetables and flowers in this manner.
As far as challenging, I've not noticed. Some seeds are slower to germinate. Some prefer warmer temps before germination.
A common wintersowing mistake is putting way too many seeds to a container. Overwhelming when needing potted up or planted out.
I've found if you start too early, the sprouted plants will need to be protected from freezes.
The theory on wintersowing is some seeds need stratification however the southern zones will not see the lower temps and the seeds will germinate early.
For soil, I use a peat based potting soil that I use for potted plants. The jug containers act as a small greenhouse. Condensation will provide moisture but I find in this climate I need to watch closely to keep the soil hydrated. Seeds will not germinate in dry soil obviously.
My last frost date is March 1 so Im starting now, ie, 6weeks before transplant date. I think you would start later because your frost date is probably later. The first year I followed books and started in September!!