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I use a gap of 0.030", and I run everything through the mill twice. I get a consistent mash efficiency of 81%. I have heard of BIAB people who go even lower on the gap, but I don't see any reason to do so.
I read something awhile back that said you can use an old gift card as a rough gauge on the gap needed. I use a Schmidling Malt mill and always seem to get low to mid 80's with that setup. Just my $.02