After steeping and dunking the grains, I've generally rinsed the grains bag with hot water (around 150^ F) until the water coming out of the bag is pretty clear.
I read not to squeeze the bag as it will release tannins. When brewing Stouts grains, you can rinse a long time before the water comes clear, if it ever does. But it seems like you are leaving flavors behind if you don't do some sort of a rinse. I'm just not sure to what extent.
What does everybody else do?