If I have mine in a brooder, they get sand and dirt from the run on their second or third day. Not a tremendous amount but a small amount in a separate cup. I think this helps gets their digestive system working the way it was intended so they are ready in case a hard shelled bug wanders in their brooder.
If they are in the run and have contact with the ground, they probably don't need supplemental grit. They can probably get enough from the ground. Depends on your soil and if you have the floor of your run covered. If the run floor is covered, yes, they need grit to digest many things, including grains. They don't have teeth so they use the grit in their gizzard to grind up their food so it can be digested.
Grown chickens can use practically any rocks as grit from the size of a big grain of sand to the size of a pea. Play sand does not work because it is so small and smooth it goes right through their system, but construction sand can work. The harder it is or the bigger the pieces, the longer it lasts. That's why the grit you buy is normally granite. It is real hard and is a by-product of granite quarrying so it is pretty cheap.
Oyster shell does not work as grit. Partly because it is not real hard compared to some of the stuff they need to gring up, but mainly because their digestive system has acid in it, just like ours. The acid dissolves the oyster shell.