I heat my full volume of water to strike temperature, then remove 1/2 gallon to a separate container. After I pull out the bag and place it in a colander in a bucket I use the removed water to sparge. The water is still warm at that point. I have noticed an increase in my mash efficiency by a few percentage points when I do this (from ~81% to ~86%). If I am short on volume I will sparge a bit more with tap water.