I know this has been talked about before. But...Just did my first cold steep of 4 pounds of chocolate malt for my 10 gallon Imperial Black IPA! Regular crush, 1.25 qt/lb thickness, 24 hours, room temp and this was awesome! I cant believe how good it works! Super black, smooth roasty flavor, almost zero bitterness/tannins!!! This would have been great to drink straight up with a scoop of vanilla ice cream in it, it was so good!
If you haven't tried cold steeping, I highly recommend it. Just in case you never have: use twice the amount of dark grains that ordinarily would be used to achieve the same color with a hot mash, it doesn't appear to add anything more than a potentially negligible amount of fermentables, people have had positive experience adding the cold steep at the end of the mash, beginning/middle/end of the boil. I added mine at the 30 minute left mark!
Other grains can be utilized with this method, I have just never done them.