If you brew dark beers I believe this is a step that should be included in every brew day. The flavors that you get from the dark roasted malts are unique and can add a lot of flavor to what you are making.
If you brew beers on the lighter color spectrum this can be a great filler for recipes and add a bit of a story to your next recipe. “Yeah, it tastes great because its made out of the grain from the brew I just did!”
I mainly brew with a BIAB method, giving me easy transport of the grain between brewing and milling for flour. With BIAB I hang the bag up over a laundry sink and let it hang and drip until the amount of water left in there is minimal, usually overnight. Massage it a bit periodically to get out as much moisture as possible. If you are going full grain I would recommend looking at your baking equipment and deciding how much you want to keep – I have a large colander that I put grain in after a brew and let the moisture drop a bit before drying in the oven.
Leftover grain from a batch of brewing
Take your grain after partially drying in the air and place on a baking sheet lined with parchment paper. Do not pour on the grain too thick, it should not be over 1/2 inch. If you need to, use two baking sheets on two racks in the oven to maximize drying time.
Set your oven to 200 degrees Fahrenheit and mix the grain every few hours. It is done in the oven when you mix the grain and it feels like it is devoid of all moisture, usually 6-8 hours. Remove from the oven and allow to cool.
A few cupfuls at a time, put the dried grain into a mixer (like a vitamix) and grind until it is a fine mist. Pour into an airtight container until all of the grain has been mixed. Lasts for a few months in a dark pantry.