I just put my crystal malts, caramalt etc steeping grains in with the base malt when doing my BIAB. I have heard of brewers adding their crystals etc in the last twenty minutes of the mash, but I don't bother. It would involve unwrapping the urn, in my case, and losing heat. I believe the idea is that keeping the grains in the mash for the full 60 or 90 minutes could cause tannin extraction from the husks but I've not found that to be a problem.
I usually get my grain bill milled and blended at the HBS - I haven't had a problem mashing them all together in BIAB. It all comes together in one bag, ready to mash... GBIAB (Grain Bill In ABag)??! :lol: