Crush is extremely important to the success of the mash. The obvious reasoning is that without crushing it at all there would be no real starch conversion as the husk would be protecting the endosperm (and other bits). The starchy components need to be accessed by the enzymes in the proper water temperature, and the method of mashing affects efficiency.
Assuming an adjustable mill is being used, set the gap to the preferred setting for the type of mash that is being employed. I’ve noticed during researching that a course crush is wanted for recirculating-type mashes. I’ve found anecdotally that my experience bears out the wisdom of BIAB brewers that a fine crush is best for efficiency when using immersion methods.
When using a non-adjustable mill (such as one in a homebrew shop), I’ve been able to get a considerably finer crush by running through the mill twice. Obviously, having your own is better for consistency and customization. Take a look at your crush, and see how it looks before you use it. If you aren’t getting fully crushed husks, your efficiency may be suffering.