I do step mashes fairly regularly with full-volume BIAB on propane. If your bag does not sit on the bottom I would not worry about it burning. I use a wire cooling rack as a stand-off on the bottom of my kettle.
The biggest challenge I have found is not overshooting the temperature. The kettle retains heat and continues raising the mash temp after you turn off the burner. Stir a lot to get an accurate temperature reading, and turn off the burner about five degrees before you achieve your desired mash temperature. If that does not get you to temp, turn on the burner for about 30 seconds, stirring, and try again. It also is not a bad idea to keep some extra cold water ready if you overshoot, and resign yourself to a longer boil.