Protein rests generally are not needed today, as those will hurt head retention. Even with most German malts this is not a required step, the maltster did the work for you making the malt.
http://braukaiser.com/wiki/index.php?title=Infusion_MashingLets say you want a little insurance using some German malts, some say to rest for 5 or 10 minutes on the high end of Protease temp range, 131-133F doing a thick mash, then go to 145F for the Beta rest with boiling water. Then you might have room to infuse to get to the 158F Alpha rest, but you will be tapped our on mash tun volume. You can then pull the liquid and decoct the "thin part" to bring it to 168-170F for mash out. A friend often does steps and will do the last decoction step to get to mash out.
I have done a lot of direct fired step mashes, those work if you have the right system. If you have a cooler, and have a pump and a kettle with a ball valve, you could use it as a direct fired grant, recirculating back to the cooler. I did this once and the beer turned out fine - just dont overheat the liquid in the grant. I did this as I had a lot of malt in a 72 qt cooler, was out of room, and the temp was low. Like I said, the parts to do this were on hand and it worked.