About a third of my brews involve more than one step. I recently did a BIAB Oktoberfest with steps at 133, 148 and 156. I actually did mine with infusion steps (used my old 5 gal BK for infusion water). First step was tight at just 1 qt/lb mash water. Then I added boiling water to meet successive steps.
After the first step it becomes increasingly difficult to correctly estimate the temp and amount of water for the next infusion. I just made a rough estimate of how much boiling water it would take for each step. I added the water until I was close to the amount and then monitored the mash temp until it was right. Whatever infusion water was left over became sparge water to get my boil volume.
All that being said, I think most BIABers just fire up the burner to ramp the mash up to each step. The risk there is in burning the bag and also possibly overshooting your temp. For me the infusion was faster and easier.