i'm certainly no expert, but i moved to AG recently as well. From your list it looks like you are doing full boils with your keggle and burner... is that right? If so the two items that i would suggest is 1) an immersion chiller (whether you jump to AG or not, it's still helpful) and then 2) you'll need a MLT of some form. There are lots of options out there, but a rubbermaid cooler with valve is a very popular option. You can decide if you'd want a ss braid or false bottom or what, but there are several threads about the pros/cons of each here. There are other methods for creating a MLT, but for my money, the cooler is easy and works well.
Really, after that you can do all grain. You just need a container large enough to hold all the lbs of grain and water at a temperature for long enough to have the conversion.
I'm sure you can use a keg with a false bottom, as well. I just wonder how much heat it loses over an hour. Either way, you are well equipped to do AG. If i misunderstood your setup and you aren't doing full boils then you will have to invest in equipment to get up to a full boil.