Yes, the OG will be affected, as your lacto starts consuming the sugars in your mash. I found an article somewhere online about using a 1# of unmilled grain per 5 gallon batch to sour, however, I did not truly sour mash, but instead mashed and lautered as normal , then collected my wort in the brew kettle. Used an immersion chiller to drop the wort temp between 100-110, and added a muslin bag full of unmilled grain. I purged the headspace with co2, covered with plastic wrap and let it ride for three days. Two was probably enough as my ph didn't change much between day two and three.
But, I noticed as the sour mash went on, my gravity creeped a little lower and lower. Not much. Maybe 5%? Perhaps 10%. I don't know, the whole thing was quite the experiment. Turned into a partigyle where I made a sour mash wheat wine fermented on tart cherries, and a super low gravity Berliner weiße that I later inoculated with another sour beer. They were both awesome.