store crushing -- bad idea? Not necessarily. It might be just that you have to adjust your grain bill to compensate for a different grind at the shop. Or perhaps you return to your old methods; whatever works best and/or is easiest for you.
If you'd rather not adjust your recipes or buy more grain, you could try to address the crush issue directly. I saw about a 10% increase in my brewhouse efficiency when I bought my own mill and started crushing my own grain instead of using pre-crushed grain. My mill (Barley Crusher) gap is set to at 0.030. So, the next time you're at the store, ask if their mill is adjustable, and if they'd let you adjust it. It may be that their mill setting is not as tight as it could be. See what their setting is and maybe tighten it up by 0.005" or so (or at least down to 0.035"). An inexpensive feeler gauge from the auto parts store and the appropriate screwdriver are all the tools you should need. When you're done, you can return the mill to its original gap setting so others are not affected by the change. If the store's mill isn't adjustable, or if they won't let you adjust it, another option is to try running your grain through the mill twice to get a somewhat finer crush.