I have tried to grow marine microalgae on solid media 0.7% to maintenance of colonies. I always use the salty medium specific to each marine specie + 0.7% agar, but nothing comes out. On the other hand, freshwater microalgae is so easy to do that.
Are you writing about benthic of planktonic microalgae? Few species of the former group can be cultivated by mimicking their environmental variables and have been done so many times. There are literatures on this subject. For the latter group, do not even attempt it since the attempt in its basest form betrays the cause from the very beginning. True planktonic species, whether from marine, brackish or freshwater regimes, rely on the water column and their own buoyancy to acquire nutrition, evasion and energy capture/transfer and no matter how much optimal conditions you provide them with, by trying to grow them ON a substrate you will be denying them their freedom as three dimensional drifters within the substrate. Prior to the culture select the species based on their true nature and sot the state you found them in since many non-planktonic or benthic species end up in the water column as part of the planktonic algal community due to resuspension or churning of the sediment bed in shallow coastal areas.
It's not difficult. In my experience, you can try culturing marine microalgae (f/2 medium its most usual) adding 1,7% agar. In general, the colonies appear at one or two weeks.