For me, the art of making a joint is rolling backwards, i.e. the glue part is on the outside and all the redundant paper is peeled off. Cones a good alternative but I am faster by rolling and not getting nervous with the filling up.
I never used a grinder for 30 years and I even had one for a long time but never used until a friend invited for a smoke insisted on it. Since then, always grinding. It burns much better and yes I think it has a stronger effect.