I plan on doing a 19L BIAB in a few weeks, my first foray into All Grain brewing.
I will have the grains double crushed.
I don't have a burner, so I will use my stove top.

My understanding is that in traditional BIAB you let the bag sit in the entire water batch for an hour, then drain/squeeze.
But I read somewhere that I will get better efficiency if I do not put all my water into my kettle, instead hold back 6 liters, maybe more, do the normal 1 hour mash, raise the bag, drain/squeeze it , then place it in a 2nd kettle with the held back water , and let it soak in mashout temperature water for 10 minutes.

What are your thought?
I prefer simple/easy to complex.time consuming.
If its a matter of a couple of percent of efficiency, I don't care.
But if its 65% vs 78% I do care.

I got 77% efficiency from my first BIAB batch by just letting double-crushed grain sit for an hour in the full volume of water. My second batch I did a stepped infusion (124F for 15 mins and 152F for 60) and got 82% efficiency. I ended up adding water to get my pre-boil volume up and my pre-boil gravity down to where I wanted them. So my experience has been that efficiency is not an issue with the simple method.

I also don't have a second pot big enough to hold my grain bag, so your suggestion would be tough for me to pull off. One alternative that was suggested previously is to pour the water into the grain bag while it's draining to get some add'l sugar extraction. But if it were me, I would just keep it simple for the first batch and see what kind of baseline efficiency you end up with then monkey with your process from there.

Just did my first AG using BIAB!

I never did AG before so I was a double newbie!

I was wondering if anyone had ideas why I only got about 37% efficiency (overall).

I used a software (beersmith 2.1) to caculate everything and I was supposed to get a gravity of about 1.035 but I only got 1.023 in the end.

I did all these steps:
30min protein rest (just for the 0.5kg of oat flakes to add body and a bit of taste)
30min mash at 150 (3.5kg of barley/wheat, this was a weissbier)
15min mash at 154
30min mash at 158

I skipped the mash out but I put the bags for 1 hour on top of the kettle while the hops was in the boiling.

My guess is that all your grains didn't get wet and/or the sugars rinsed out of them. How tightly were they inside the bag when you were soaking them? The step mash probably wasn't necessary, especially for a 1st AG batch, but in the end it should have improved efficiency so something else is at play here.

The grains were loose and I was moving them around every 5 minutes.

Could it be that I did not do the mashout?

This could be dumb question, but at what temperature did you take the gravity reading? Liquid density is very temperature dependent. A mash out would certainly NOT change the efficiency that much (only a few points, if anything).

I did the readout just before adding the yeast so it would be near room temperature.

Are there any more precise way to measure gravity than the floating thingy?

my AG setup is BIAB and I haven't had any problems like this. I can hit a 70 efficiency on most of my brewday unless I am just really not paying attention. Try rinsing your grain bag with some water around 170F to rinse some of the sugars out of those close contact grains. Really helped me reach my correct boil volume. I'm also pretty sure that wearing in below freezing temperatures has also helped my mash efficiency.

-Sak