I've got some of this stuff too, just waiting for me to be ready to do the same thing (on the front wall, behind speakers, behind false wall/screen. I am just to the "putting up drywall" stage in my theater, but I got the product on sale, so I am just waiting.
I was thinking that I would have to make some sort of frame, sort of like a mini wall framing job, and put the insulation in there and hold it all up with some speaker fabric (like the middle-priced stuff at PartsExpress). You won't see it, but I don't like the idea of it just being there. I thought that for good measure I would use some 3M contact spray glue to get it to "stick" a little to the wall, and then just staple that fabric on the frame to hold everything in place.
Maybe I can get by with something less complex. The screws bunching up seem like they would be a problem. I bet that it would be more successful if you could have someone compress the insulation right where you are putting the screw. Then is should go THROUGH it and not CHEW it. LOL