Many biophysical processes involving the interaction of proteins with membranes operate at time- and length-scales that are currently unattainable by all-atom computer simulations. To cope with this difficulty, increasingly more accurate and sophisticated coarse-grained models---both for proteins and lipids---are currently being developed.In this work, we combine two high-resolution, solvent-free coarse-grained models for proteins and lipids. Proteins are modeled by four beads per amino acid, providing enough backbone resolution to avoid explicit secondary structure bias towards the native state [Bereau and Deserno, J. Chem. Phys. 130, 235106 (2009)], while the lipid model was systematically tuned to reproduce the structural and mechanical properties of phosphocholine (PC) bilayers [Wang and Deserno, J. Phys. Chem. B 114, 11207 (2010); New J. Phys. 12, 095004 (2010)]. The transferrability of the two models across amino acid sequences and lipid species permits the investigation of a wide variety of scenarios, while the absence of explicit solvent allows for studies of large-scale phenomena.The two models were cross-parametrized to reproduce atomistic potential of mean force curves for the insertion of amino acids across the bilayer. We will illustrate different features of the model by simulating a small peptide which exhibits different stable folds in and out of the bilayer. Similarities and differences with the popular MARTINI force field will be discussed.