You mentioned that you don't preheat but that is one the best things you can do to help maintain your temperatures during the mash. The reason is because your cooler will sap heat away from the mash as will the grains. If you preheat the tun, leass heat will be sapped by the cooler during the mash and you will be better able to maintain your mash temps. I preheat my mash tun (52 quart cooler) by heating my mash water twenty degrees above my mash temp and adding it to my cooler and closing the lid. I let it sit with just the water inside for ten minutes and check the temp. By then, the water should be just a little over my strike temp and I then stir it while checking my temps until it reads my strike temp then I add my grains to the water and mix them in being careful to break up any doughballs that might form. After this, I close it up and mash away. Doing this, I lose only a single degree over the course of my mash.