I was looking for color in a recipe without any of the roastiness from dark crystal malt I would get from using it as steeped specialty grains. When I asked the manager at the LHBS about cold steeping, he instead recommended "late mashing". He told me to use a slightly darker crystal malt, and add it as a late mash addition in the last 10-15 minutes of the mash. Apparently, several breweries in my area have been doing this, per that guy.
Is there an accepted technique for adding dark malts late in the mash for color? If not, any advice?
FYI, I don't have a grain mill, so I am limited to the LHBS's mill, which is locked at a 0.040" gap, if that is relevant.