I've done it two ways- starting with room temperature water and removing the bag at 160. (I wouldn't go over 160, either way). Or, steeping at 155 for 20 minutes. It really doesn't matter, and I didn't notice any difference in the results.
I would recommend doing it the second way, though. That is, bring the water in the pot to approximately 160, then put in the bag of grains and dunk well until moistened and keep at 153-155 or so. The reason I like this method is it can give you a headstart on partial mashing. What I mean is that if you use any grains beside the crystal grains, then you can actually mash in this manner. You could do this with biscuit malt, munich malt, crystal, etc, and be doing a small partial mash. It's good practice for using all types of grains, without thinking about it.