HEAT would only turn on during the ramp up section of the step, until the set value is achieved. The relay would not operate during the Step-timer section. So if you don't have a ramp up mash step next, it wouldn't come on again. That's why I suggest using ALAM instead in case your mash tun is not very well insulated. If you did test a second step, the temperature in the HLT would need to be under the set value and the second step set value might also need to be higher than the first step. I would test it at 5 or 10 degrees higher on the set value to avoid overshoot effects from the first step.
Yeah. But. There's already a RAMP option for the relay parameter and that would intuitively act as you're describing. What is the difference in action between close for RAMP and close for HEAT?