I did no-sparge BIAB for years. The main issue with having other shops mill your grains is consistency. I would go from 68% efficiency on one batch from one shop to 82% the next time when I got the grains from a different shop. Once I started milling my own grain I routinely hit 78-80% efficiency and that let me dial in my system and recipes.
If you're just starting out, none of this really matters. A 10% change in efficiency isn't going to make a significant difference in the finished beer. Focus on your process for a few batches until you really get it down, then you can start dialing in the finer details like crush and efficiency.