I use the same amounts of roasted/crystal grains I'd use if mashing, but I don't perceive a decrease or change in the actual flavor itself. I mainly add them at vorlauf for the reasons that Jeffy mentioned.
I do like the beers better, however. Whether it's "smoothness" or a consistent mash pH, I can't say. But I've tried it both ways and found that I prefer the late additions.
YMMV, of course.