Those shops grind so much on a daily basis I'm surprised you got consistent enough results to tell one way or the other.
Grinds and efficiencies are so closely linked and sensitive that it is really difficult to do anything about them without being personally involved in their milling. Now I'm not saying you need to go blow a mint on a roller mill ( Lord knows I wouldn't) but what I am saying is that you get what you get unless you have some way to see what is going on and correct it. If you don't mill your own, I see you could do this by getting grain milled at the LHBS where you can hawk the guy milling and stop him if it looks jacked up.
I was never happier doing all grain or even PM's until I got my cheap POS corona mill.
...my $.02