Doing a step mash or decoction mash is a more traditional approach. Honestly, I could not tell the difference between beers I have done with a step mash versus single infusion. So that makes it a matter of personal preference in how you want to operate your process. I see a bit more extraction from doing a step mash, but it is not enough to justify the time I want to spend with the different mash steps. BeerSmith is not a good indicator of any differences in process as it is a model driven by the user input of brew house efficiency. Without actually doing the process and noting any differences in the software, you cannot rely on it to accurately predict a change in process.
The late addition of melanoidin and carafa malts fall into the same decision making process as the step mashing. The theory is that mashing the specialty malts may extract more of the harsher roasted malt flavors and that by capping the mash with them instead of having them in for the full mash. Again, this is a personal preference in how you want to manage your process. I have not tried capping or steeping darker malts separately, but I have heard from others that it does produce a smoother less harsh, or less astringent roast flavor at the expense of less extraction and lighter color. Several people have upped the amount of roasted malts when steeping or capping them to get the same color and noted that this then makes the flavor indistinguishable from just straight mashing the specialty malts.
The other aspect of capping the the specialty malts is easier mash pH control. Roasted malts and other specialty malts tend to drive the mash pH down, so it takes a little more care to manage the mash pH. With BeerSmith, I can adjust the amount of acid or add Sodium bicarbonate to the water before the mash to compensate for the drop in mash pH caused by the more acidic specialty malts. Again, this comes down to personal preference in how you want to brew.
On to the yeast selection. WY2308 is perfectly fine for a Dunkel. I have never used the HellaBock lager strain, so I cannot compare the flavor profiles, but the attenuation and flocculation characteristics of the WY2487 are the same as the WY2308 and both are recommended for Dunkels.
I ferment most lagers starting at 10C and after the first 4 or 5 days bring the temperature up slowly to around 18C over the course of around a week (basically about 1C rise a day). I let it stand at 18C for 3 to 4 days to finish out and then cold crash it to around 1C to 3C taking several days to get there. I hold it there for 5 days to a week before allowing it to come back up to 10C. From there, I either bottle it and then lager, or I have lagered the carboy in my cold storage (if it is winter) and then bottled. Since you are kegging, you don't need to worry about suspended yeast for refermentation in the bottle, so you can spend as much time as you want in the carboy or lager it in your keg easily enough.
There are also some quicker lager fermentation profiles out there (and some longer ones). Much depends upon what you have for temperature controls and space available.