I'm not sure if there is an ideal soil depth. Sempervivum can grow pretty impressive roots to anchor themselves into the rocks in the mountains where they grow naturally, but they can also grow in barely any soil at all. I always start out with small pots for small rosettes and then move on up as the plant gets bigger. If a plant has the room for roots to grow, it usually will and the plant itself will be able to grow more as well.
