Make your own almond flour

I find that there is a difference between almond flours. I never tried grinding my own, but I find that Trader Joe's works a whole lot better for things like cheesecake crust. When I tried the almond meal/flour by Bob's Red Mill, it was more like tiny chunks of nuts and the crust came out all soggy. I would be interested in finding out if grinding your own would be more like Trader Joe's rather than Bob's Red Mill.