Yeah, depending on the grains, you can use some spent grain in bread. I think the "best" way is to dehydrate the spent grain, mill it into a flour and add it to a bread recipe. However, that is well beyond my means. You can use a small amount of freshly spent grain in a lot of bread and quickbread recipes. Keep in mind that, while base malts and caramel malts are palatable enough, roast malts are going to have a roast flavor, so your Irish stout spent grains may have a different use from your IPA.
But a little freshly spent grain goes a long way from a textural standpoint in any bread or quickbread recipe. I effectively used a little bit in a sourdough bread recipe once and found it okay, but never wanted to try it again. I do commonly use some spent grain to make dog biscuits. Basically, I add 2 parts spent grain to one part flour (I typically use whole wheat, but it doesn't matter). Then add some peanut butter or pumpkin pie mix (or canned fish) for flavor and enough eggs to bind it. After you shape your dog biscuits, you bake them at a very low temperature for a very long time until they are completely dehydrated. They keep a long time and most dogs love them.