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.
I can't find much information on techniques, except this blog post, and these forum posts: link 1; link 2.
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.