Ok so I did some asking around and digging, and what I came up with was that:
Maris Otter Pale Malt
Munich Malt should not be steeped, they are for mashing only. The rest can be steeped.
Why they shouldn't be steeped is another question I have yet to find the answer for, but from what I gather is that since they are not caramelized they give off little or no flavor when steeped, or it may be that they give off wrong or bad flavors - not sure on this.
The other grains offer little or no fermentable sugar, so they can be steeped since their pressence is primarily for taste, so even if you mash them, very little of the starch in them convert to fermentable sugar, since most of the starch has crystalised.
In case anyone else were wondering the same as me, if I am wrong, please correct me.