You didn't mention which caliber you are using. I'm going to answer with my experience and experimenting with .36 and .50.
The pressure curve is a bit different and, therefore, the burn rate vs. barrel length is different. It is said you can get into questionable pressures using FFFg grind in a long gun or big bore, but this is arguable.
You might find your patches blow more with the finer grind and that fouling will change. Some guns will foul more with finer grinds, others will foul less.
Point of impact will change, as the bullet will spend a different length of time in the barrel with different grinds. Accuracy will change for the same reason. My CVA and Thompson Center Hawkens like different powders as their respective favorites. My Granddaughter's Cabela Hawken won't shoot worth a darn with fine grind, but is deadly with FFg.
Recoil will be a little sharper with the finer grind, but most won't be able to tell.
Start with smaller loads and work up when you change grinds.
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