Depends on your system...if you have the space in your MT it's worth a try. Personally I prefer predictably consistent results.
I BIAB with a sparge. When I added the sparge my efficiency went through the roof. I messed with the gap in my mill for a long time to get my efficiency more predictable and into the 80ish% range. I had to scale back the grain in most of my recipes. If you're getting much higher than 80-85% efficiency and you can save yourself a few bucks on grain then why not. More for the next brew and won't have any negative impact on the final product.
If you use brewing software like BeerSmith it's pretty easy to do.