To be honest I've always thougth that grain into water would be better because it would prevent doughballs, and the temperature checking sounds like a good idea. But I mash in a cooler and heat water in a pot next to it, so I always end up putting the grain into the mash tun while waiting for water to heat because I'm impatient. I have had some times where I had to do a mass panic temp correction with mashed grains.