With Codex, I increasingly can skip the plan step, and it just toils along until it has finished the issue. It can be more "lazy" at times and ask before going ahead more often, but usually in a reasonable scope (and sometimes at points where I think other services would have gone ahead on a wrong tangent and burnt more tokens of their more limited usage).
I wouldn't be surprised that with the next 1-2 model iterations a plan step won't be worth the effort anymore, given a good enough initial written issue.