It depends on how well you can lauter with your system. Grinding flaked wheat is going to add to a big, sticky mess in the mash tun. If you are worried about a stuck sparge, I wouldn't bother milling at all.
If you don't worry about stuck sparges, then you can mill it. I use a SS braid and batch sparge, and routinely mill my flaked wheat or rye, as long as it isn't more than 30% of the grainbill. It helps extract efficiency a wee bit.
I usually throw all my grains in one bucket to mill along w/ the flaked wheat.If you have alot of it,it will keep your other grains from feeding in.I had to beat on the hopper to get it all thru.So, no more flakes in w/ the grain at milling.