I started a batch of this last night. I didn't quite hit my OG, but got to 1.05, which is good enough for me.
I am wondering about how to increase my efficiency, though, with the system I have right now. I'm in a small place, so I don't have much room for a proper mash / lauter tun. What I am doing is a variation between Brew in A Bag and a typical mash-sparge procedure, as if I had a mash tun.
What I have is a brew kettle with a false bottom, spigot, and thermometer. So what I do is put in 6 litres of water to bring it up to the start of the false bottom, then I add the required amount for the mash (my reasoning here is to have the same mash thickness - but I have this space below the false bottom now filled with water) I bring my water up to temp, add my grains, give them a good stir. I should note that I've also used a brew bag to cover the false bottom rather than putting the grains in the bag, as I can never find a bag large enough for an all-grain 5 gallon batch. (I do this just to catch sediment)
I then cover my kettle with insulation and let it steep. I'm not sure if I need to vorlauf or not, but I do it anyway out of tradition. It does seem to clear up a bit, despite the false bottom. Next I sparge, but my sparge water is short that 6 litres that I used to fill the space in the false bottom. So, I am always doing a smaller sparge than what is called for.
I then clean out my kettle to put the wart back in for the boil (with false bottom in to catch the hops).
Then it's the same old process - transfer to primary, quickly cool (I have a copper wort chiller), pitch yeast, and bobs your uncle.