I would not try overtoasting them--I would see that just not working like you plan...unless you like the flavour like that. Try not to add the skins, unless you want the bitterness from that. Whether you want to use a brew bag or loose I think is entirely up to you, although removing them would be easier if they are contained.
There might be some useable information here
, where I inquired about making an almond mead.