Computational determination of the equilibrium state of heterogeneous phospholipid membranes is a significant challenge. We wish to explore the rich phase diagram of these multi-component systems. However, the diffusion and mixing times in membranes are long compared to typical time scales of computer simulations. Here, we evaluate the combination of the enhanced sampling techniques molecular dynamics with alchemical steps and Monte Carlo with molecular dynamics with a coarse-grained model of membranes (Martini) to reduce the number of steps and force evaluations that are needed to reach equilibrium. We illustrate a significant gain compared to straightforward molecular dynamics of the Martini model by factors between 3 and 10. The combination is a useful tool to enhance the study of phase separation and the formation of domains in biological membranes.