Does anyone who brews all grain still steep grains? Just curious
Some folks steep or cold steep their roasted grains to avoid getting harsh flavors especially if they are having pH problems, see here. Otherwise can't think of a reason unless you're totally maxed out on your mash tun.
On a few batches I have tossed in my specialty grains during the sparge. Listen to the BeerSmith podcast with Gordon Strong (I think) about advanced all grain techniques