Yes, this is a widely used technique for growing some varieties. You can buy pre-made and sterilized preparations readily online. I have not seen such kits with sawdust as the substrate, but that is likely because the value of varieties you would grow in sawdust would not be worth the cost of the prepared bag itself. I believe the bags in the link are designed to simplify the growing of a much higher value and less available (or less legal) species. Another thought I have is that the ratio of grain spawn to substrate in the store bought bag is very high - likely to help mitigate less than sterile technique. Production growers of Shitake can get away with a much lower spawn/substrate ratio, at a significant cost savings.
Depending on what you are looking to accomplish - high volume vs home experimentation - I see no reason this couldn't work for you. You prepare bags with a layer of rye berries or other suitable grain on the bottom and sawdust on the top.
You will want to make sure you're grains are properly cooked and hydrated and that the sawdust you put in is at the correct water content as you set them up.
You will also want to modify your planned growing technique just a touch. Once the grain is fully colonized - I do not know how long Shitake will take to colonize - you'll want to shake the bag to distribute the berries throughout the sawdust. This will speed up colonization dramatically over just depending on mycelial migration across the interface between grain and sawdust.
Some potential concerns that come to mind, in no particular order are:
- Supplemented vs un-supplemented sawdust. Depending on the speed with which the grain is colonized, supplemented sawdust could be at risk for contamination if it takes too long. The species commonly grown in the commercially available bags grow very fast.
- I would still want to inoculate the bags under "sterile" conditions of a still-air box or at least a trash bag that you've sprayed inside with lysol or something like that.
- I'm not sure at what point you'll need to cut openings for fresh air exchange. That depends on what species you are growing. I would guess you'd only do that after you have shaken the bag and the sawdust/grain mix has fully colonized once again.