When all-grain brewing, you typically add all your grains to the mash, right? Is there ever a time when you leave some of the specialty grains out and steep them instead? What are the pros and cons of mashing everything versus leaving some grains out of the mash and steeping them?
Some specialty grains (e.g. dextrin/cara-pils) need to be mashed. These need to be mashed, because they require a chemical reaction to take place to be useful.
Some (e.g. crystal) need only to be steeped, but can also be put in the mash. These do not need a chemical reaction to take place to be useful, they just need to have the chemicals in them extracted into the wort (e.g., through steeping, then adding the "tea" into the wort). There is no benefit to steeping them when you're doing a mash anyway, the only reason they are steeped is if you're doing an extract brew (in which case you're not doing a mash -- steeping is less trouble). You steep the specialty malt instead of boiling it, because boiling it releases bitter tannins and other undesirable chemicals.
To sum up: if you're doing a mash, put the specialty grains in; there's no reason to steep them instead. If you're not doing a mash, steep them, because it's easier than mashing. This only works for the non-enzymatic specialty malts that don't require a mash.
I do sometimes leave some of the grains out of the mash and steep them separately.
Why? My water has a quite low pH to begin with, and adding too many dark grains during the mash can acidify the mash too much, forcing me to use Calcium Carbonate (Chalk) or Sodium Bicarbonate (Baking Soda) to bring the pH back up to the ideal mash range (~5.2 - 5.5 pH).
What is my rule of thumb?
Any grain that is 100 SRM or darker and does not need to be mashed gets steeped unless it's a very small percent of the grain bill (for a 5 gallon batch, I'll put as much as 4 oz in, but beyond that, I'm probably steeping).
Generally, that means Crystal/Caramel malts, Chocolate Malts, Roasted Barley, and other dark roasted malts.
The only reason you might consider steeping darker grains if your water's pH is fairly normal is that you can more carefully control the extraction of tannin/astringency from those dark grains by steeping for a shorter period of time or even cold steeping them overnight.
If you want more a more in-depth answer, here's an excerpt on my post about mashing sweet stout on my website, Mad Alchemist:
Don’t mash your roasted-and-kilned grains (e.g. chocolate and black malts). Roasted grains will drive the pH down considerably, so it’s difficult to keep the pH high no matter what fancy solution you use during the mash. Roasted grains have the wonderful benefit of not needing to be mashed. So, the best solution, in my opinion, is to mash everything except for your roasted grains in your MLT, and steep your roasted grains in a separate vessel (below 170 F) simultaneously at around 2 quarts per pound. Then, combine the wort created by the roasted grains with the mashed wort in the brew kettle.
If you don’t want to steep the grains, you can essentially brew a coffee with the dark grains with either a more traditional method (heat) or you can cold brew it overnight to really avoid the astringency as much as possible… it’ll just take longer. If you cold brew, you should probably bring the temperature of the concoction to 170 F after removing the grain to pasteurize it.
Then, you can add the coffee-like brew whenever you want (start of the boil, end of the boil, directly in the fermentation vessel, even just before bottling). All will impart different character, so experiment!
Note that you might not get full extraction from all roasted grains when steeping. According to some experiments run by John Palmer, it looks like Black Patent and Roasted Barley are some of the only roasted malts that have the same yield as mashing when steeped. As such, you might only exclude those from your sweet stout mash, or you can increase the amount of other grains accordingly (e.g. multiply the ounces of Chocolate Malt you use by ~1.5-1.6 to make up for the difference).
I would not recommend sparging with the roasted wort, in part because you’re going to impact the sparge pH pretty significantly, and in part because you’re going to leave some of your flavors behind.
Hitting the ideal concentrations of all ions in the brewing water as well as the ideal pH is very easy when you leave out your roasted malts (and any other malts that don’t need to be mashed, such as caramel/crystal). By steeping the roasted malts (and, optionally, your crystal malts) separate from the mash, you might end up with a much better sweet stout in the end. As someone commented, you could also steep the grains in a bag while you transfer to the boil kettle from your MLT, which sounds like a great idea.
I can't think of any reason why you would ever need to do a separate steeping of grain. You are basically steeping the grain in the mash. Caramel malts are fully converted in the husks during the malting process and kilned with a moisture content of 50% which caramelizes the sugars inside, which means the sugars are ready to go.
So the pros to adding the specialty grain to the mash would be you don't need to do anything else and the cons would be that you would.
The pro would be if your doing a split brew. I'm going to try a split brown and robust porter and eventually try a brown and a dry stout. So when doing a split brew I'm going to start with a brown. Split half into a carboy to ferment and then steep extra carafa/roast barley in the remainder to create the other half of the split. At least that's the plan.