Is it the rye flavor you're after, or the spicy flavor of the caraway seeds that are often used in rye bread? It doesn't seem like the bread (without seeds) in the mash would add much character - especially flavor - to the beer. You can get "bread-like" flavors by balancing your malt bill. If it's the caraway flavor notes that you're seeking, I think you could just crack or crush some seeds and add them to your kettle as a late or knock-out addition. I don't know how much seeds to add, but I'd maybe start with 1/2 teaspoon crushed.