I also have some legacy puzzle rings, and I had hoped that they could increase the chance of getting rainbow gobs but unfortunately they only spawn treasure gobs, so they don't help in the search for the cosmic wings.
Aside from that, they're mostly a collector's item that a couple people may bid on just for the sake of having one.
Best of luck in your venture.
I may be wrong, but I don't think you can cube a legacy puzzle ring. If you could, it would only give you a single instance of the vault, so I advise it.