Is the simplest answer: "if it has a husk and its dark, add it at sparge"?
I have made 40 or so batches of beer, but not a lot of stouts. I have heard Jamil and others saying that they mash all grains for the full 60 minutes, but have heard of others adding dark grains at sparge. Supposedly, doing this imparts a more subtle roastiness without an acrid/burnt/ash taste. Maybe the sparge add is a better move for Black IPAs, porters, and beers with the guidelines calling for a more subtle roast character?
I have a batch of Canadian breakfast stout conditioning where I added all dark grains at sparge (carafa III, black patent), and it doesn't have much roast in my preliminary samples. Maybe I need to wait until its carbed and ready for serving until I decide which suits my palette.
BTW, I typically BIAB and do a single batch sparge in a spare ale pail with 168-170 water with a mashout prior.