TLDR; The consideration in deciding if a grain should be mashed or can be steeped is if it has starch that can be converted to sugar or not.
Short story, long; The grains that have to be mashed have been soaked, sprouted (germinated), and then the sprouting phase abruptly stopped by drying with heat (aka malted). This malting process develops enzymes that can convert starch to sugar (saccharification) in the mash. Malt gets progressively darker as they are heated longer. More heat produces darker malt. Base malts such as Pils, Pale, Pale Ale, Vienna, Munich, etc., as well as Specialty malts such as Amber, Brown, Acid, Victory, Biscuit, Aromatic, malted wheat, etc., etc. must be mashed to convert their starch to sugars.
If the starch has already been converted to sugar via the mfr process (Cara-, C#, Crystal, etc.), or is processed to a point beyond useful starch (Choc, Carafa, Roast, etc., etc.), it can be steeped. Steeping C malts simply leach the color and sugars already present and steeping roast grains draw the color and roasted flavors into the steeping solution.
Of course, there are some raw grains that haven’t been thru a malt process at all and so need to have a cereal mash before added to the main mash (corn, rice, etc, etc.).
Hope this helps. (It gives examples but isn’t all inclusive).
Some don’t care for steeping any grains separate from the main mash for various reasons. Mash pH can be fairly accurately predicted along with corresponding estimated acid adjustments to compensate for their inclusion.
I prefer to mash only the grains that require it. I don’t mash grains that don’t require it (dark C malts and roast grains) because they do screw with the mash pH. I add those grains to the main mash after an hour for an additional 30 min hot steep. Because I don’t add grains that don’t require mashing until after saccharification, and I add a little CaCl and/or gypsum to my deaerated distilled strike water, I don’t have to adjust for mash pH with acid. It consistently falls into an acceptable range.
[Rabbit Hole] Admittedly, I do use a tsp of Ascorbic Acid but it’s not to control pH, it’s to act as an O2 stabilizer in conjunction with the deaeration and Brewtan B. Full disclosure: I recently did a side-by-side triangle tasting of a Blonde Ale with and without the O2 steps I take. I couldn’t tell a difference. YMMV [/Rabbit Hole]
Of course, you can steep separately, either hot or cold, then add that solution later in your process.
Try different techniques and see what you like.
