I smash mine up finer than some of the people above, but that is mostly because I'm paranoid about them figuring out the link between egg shells and what they put out each day. Egg eating can be contagious and hard to break. I try to crumble mine under 1/2".
I just hard boiled extra eggs when I had them and put 'em in a plastic grocery bag within a grocery bag. Then I beat the livin' stuffin' outta it until I had smashed up eggs and egg shells and dumped them in the run for the chickens. No particular size involved. I just broke them up a little bit to make them easier to eat. They loved it. Other than that, when I'd make eggs for us I'd just break up the egg shells a little bit - no baking, crushing or pulverizing needed - and take them out with me when I went out. I really never understood the need to bake them...is it to kill bacteria or something? Seems like a waste of time to me when they are surrounded by the same bacteria that's found in them and their surroundings anyway, and nobody is disinfecting the bugs and worms they find in the yard.