Well you need to strain the grain from the wort somehow. That's what the holes are for in the zapap system. You could also do a variant of BIAB where you stick a bag in a bucket and mash there. Or, if you've got a spigot, I suppose you could also do a stainless braid, manifold, or false bottom in the bucket, too.
You would definitely need some kind of insulation, I'd think. Even a sleeping bag or similar ought to work fairly well, I'd think. Also, you'd want to preheat your bucket or put your strike water in there a bit hot to warm it up to mash temps first.