Step Mashing with Picnic Cooler Mash/Lauter Tun

I feel like I'm missing something and I need some help. I am new to all grain (totally hooked) and getting ready to build a full scale picnic cooler mash/lauter tun. Where I am confused is in my research I see techniques for step mashing by adding new hot water directly to the mash tun (cooler). I read all the caveats about making sure your temperature calculations are right since you obviously can't add direct heat. Is there a disadvantage to doing the step mashing process with a large kettle directly on a heat source, then using the cooler only as the lauter tun during sparging? Am I losing something in the transfer? It seems simpler and more controllable, but I don't find any references on it. Single rest mashing is pretty obviously much easier directly in the cooler. Any thoughts would be greatly appreciated.

Heres my thought on this based on what I have read in Charlie Papazan's "How to Brew", Randy Mosher "Radical Brewing", and Ray Daniels "Designing Great beers"; A step mash really isnt necessary with highly modified grains available today. However I decided to try it in a recent Oktoberfest I made and its a bit of a pain in the a$$ to do it in a cooler. I think you are planning your step mash in a mash tun you can heat so it would be much easier. As long as you have a way to dump it all out without burning yourself I see no problem with sparging in your Cooler. I will be making my next Oktoberfest using a single infusun mash, will see if theres any difference.

A recent BYO Magazine/Basic Brewing Radio collaborative experiment shows that with most grain bills, starch conversion is done in 15-20 minutes. To add to what Eric is saying, step mashing appears to be a waste of time for most malt bills. The extra time spent mashing just allows the sugars to be dissolved more efficiently.

What I do to make sure I hit my target temperature when adding grain to preheated water, is to heat the heat the water about 10F higher than the brewing software calculates. I pour the water into the tun to preheat it, making sure to generously splash it around inside with the lid on. I then wait ~5mins for the inside to stabilize in temp, take a temperature reading, then vigorously splash with my stirring spoon until I've reduced the water temp to the calculated strike temperature. Preheating the mash tun like this seems easier than trying to figure out the thermal mass, and add it to the brewing software's calculations.

Your idea of mashing on the stove, then adding it to your cooler for lautering will work. Just be aware that the temperature at the bottom near the heat source is going to be higher than the measured temp at the top. You'll need to stir regularly. Also, the pot is not insulated, so you'll be losing heat and needing to add it/stir regularly.

Best way I've found is to do a decoction. Hit your first target temp and desired rest, then remove a portion of your mash, boil it and add back in to the cooler. Use an online calculator to figure out how much to decoct to get the main mash up to your desired temp. But as mentioned, it really isn't necessary with today's malts.