What kind of malt are you using? Multi-stepped mashes should be based on your malt, not just on a recipe. For most malt, most of the time, protein rests won't be necessary. Excessive protein degradation can actually hurt body and head retention. Without know exactly what your recipe is, I can't comment more than just saying "it depends," but I probably would dough-in at the sacc. rest and add boiling water to mash out.