I'm a fan of the feeler gauge, if you have an adjustable mill, because repeatability is important for you to be able to learn what works and what doesn't.
That being said, everything else is going to depend on a lot of factors. BIAB and batch sparging are going to be more forgiving. If you're recirculating with a false bottom, too fine a crush can result in compaction or channeling, and too coarse poor extraction. It all depends on your system.