I use a Braumeister, and grind size is a bit of an issue. Too coarse - bad efficiency. Too fine - dough. My recommendation would be to check what Brezilla recommends. Braumeister has a recommended size on their website. And use that as a starting point. Go a bit finer if efficiency is still bad. Try the size on the Braumeister website if Brewzilla does not have any. I grind at my local homebrew shop and their mill says '7' ish.
Also, even if AIO, during the mash I usually stop 2-3 times and open up the malt pipe and give it a good stir. Improves efficiency for my setup.
Also, true, for smaller grains like rye or specialty black grains, do grind them separately, and way finer to make sure they don't slip by.