Why is it important to retrieve the cocoons and cleaning house each year?

The emerging bee have been inside that tube for the whole year: From egg to larva to pupa to adult bee; once the bee have emerge there will be a lot of debris left behind in that hole: empty cocoons, faces, mud and a lot parasites, mainly pollen mites. For the bees to reproduce in great numbers is important to start out with a clean nest each year.

To break the cycle you need to hang a new house next to the old one and partly blocking the entrance of the old one to discourage their re-entry. Most of the bees will pick-up nest in the new house by virtue of been clean, therefore more attractive.

The only way to retrieve the cocoons is to unfurl or cut open the tubes, been careful not to damage the cocoons.

Most years timing their emergence is all guess work; I would not recommend to hold them back beyond April 1st.

1) Do not push the cocoons out of any holes, his will crush them.
2) Don't know. I use 1x8 hemlock boards that I dado 5/16" grooves into and stack. Hold together at 4 corners with long bolt and nut/washer.
3) Put the "houses" you have into a suitably sized cardboard box. Cut a small (1"x1") hole at each front corner along the bottom. Bees hatching will naturally head towards the light and will easily find their way out. They can walk even if they can't yet fly. From the outside, the 1" holes are not attractive. Place new nesting materials close by that will be much more attractive. After hatching is all finished, remove the old materials. A few bees may have returned to the box, too bad for them, Darwin was right.
4) You can hold them back with refrigeration. The longer you do, the higher the mortality rate. Having never done this, I can offer no specifics.