I do a lot of step mashes and ramp mashes. Anything with pilsner or a significant wheat or rye % in the grain bill will get a step mash. For Belgian styles, I'll often do a slow ramp mash. I don't know if it's really necessary or if it really makes my brew any better, but I do it since I can.
I don't normally do mashouts either, but I do with wheat and rye beers. Not to stop conversion, but to thin the wort to help with the lauter and to help offset the efficiency hit that wheat and rye seem to cause me.
I also dough-in against the conventional wisdom in that I add the grist to the mash while the water is heating, rather than after, so there is some time after the bag and grains have been added that the burner is still lit. I've done it both ways and I have found that I prefer bringing the mash up to the rest temp instead of overshooting the water temp and expecting the grain to bring it back down. I think I get more precise temp control doing it the way I do it, but I don't know. I guess we all have our little rituals.
I know some folks will insulate their kettle during the mash with a sleeping bag, pillows, an old parka, or something similar to keep the mash temp steady for the duration. I don't. I prefer to add heat as needed a couple or three times during the rest. As I heat, I stir and I think the stirring helps with efficiency, but I don't know if it really does. Again, rituals.
Last week I brewed a Belgian quad and I abandoned my usual efficiency-improving techniques to see if there was any difference. Well, it wasn't entirely on purpose. First, I forgot to pull out the sparge water before doughing in, so it became a no-sparge/full volume mash and then I decided to just let the sacc rest go for 60 minutes without adding heat/stirring at all. OG came out 8 points under estimate. Worst efficiency (73%) I've had in nearly 3 years of brewing. Not a big deal with a beer of this size, but I do think this confirmed for me that little rituals are not entirely in vain.
When I first started brewing I was worried about scorching the bag after reading posts where that has happened to others, so I used to put an aluminum pizza pan in the bottom of my kettle. It worked fine as I never had any scorching. That was also a time when I did a mashout with every brew, so there was significant exposure of the bag to heating that I was concerned about. Then, inevitably, one day I forgot the pizza pan. I didn't even think about it until after I had pulled the bag. But, even with my oversight, there was no scorching. In thinking about it, I attributed it to the 3-ply bottom in my kettle. I stopped using the pizza pan after that and have never had an issue with scorching even though adding direct heat to the mash is a regular aspect in some way or another of every single brew day. It's possible that even without a clad bottom I would not have had scorching. I really don't know, but I do know that with one I've not had to worry about it, so that has some value to me. I'll be upgrading to a larger kettle before too long. Cost is not really a concern for me. It could be $50 or it could be $400, I really don't care as long as I get what I want. My new kettle will have a clad bottom.
Wow, kind of a long post. Sorry about that. If you made it this far, thanks for hanging in there.