I've had this same problem with grainy buttercream! (I'm using SugarShack's recipe)
I started out with Winn Dixie brand shortening (used many times in the past), with Sam's powdered sugar (also used many many times). First big 6qt batch... completely grainy, terrible! I even took 1/2 of it out, added more shortening to 1/2 the batch, no luck... added more sugar to the other 1/2.. no luck... so in the trash it went!
The next day, swearing it must have been the sugar, I bought Walmart shortening (used many times as well), with Domino sugar! Same thing, grainy, and after mixing on speed 6, it was much more liquidy and almost separated looking.
I'm trying the 1/2 Crisco 1/2 butter recipe tomorrow, with Domino sugar. If it doesn't work, I'm hiding in the corner forever, never to do another cake!
I have been using Sam's bakery icing for the past year, and love it... but just my luck, its graduation season, so they aren't selling it because they need all they have!