What's the best approach to baking bread with whole grains?
I use whole grains in my bread- wheat, oats, quinoa, etc.

There are a couple considerations:
1- rehydration
If the grain won't be adequately rehydrated from just sitting in water for an hour then it should be precooked. Wheat berries, for example, definitely need to be cooked. They just won't get enough water or time in the dough while it is rising.

A little experimenting may need to be done to get the water ratio right.

2- sharpness
Adding hard ingredients will change the dynamic of your dough kneading. For example, if you knead in a mixer then you might have to go at a slower speed to keep from shredding the gluten.

Sprouting grains is fantastic. Sprouted grains are very nutritious and have a completely different flavor that I find very interesting. Sprouts also have a lot of sugar in them. I sometimes replace some of the sugar in my recipes with sprouted, dried, and ground wheat berries.