Recently there has been a growing interest in double affine Grassmannians, especially because of their relationship with Coulomb branches of quiver gauge theories. However, not much has been said about double affine flag varieties. I will discuss some results toward understanding double affine flag varieties and Grassmannians (and their Schubert subvarieties) from the point of view of $p$-adic Kac-Moody groups. I will discuss Hecke algebras, Bruhat order, and Kazhdan-Lusztig polynomials in this setting. This includes work joint with Daniel Orr and joint with Manish Patnaik.