My family eats a lot of shredded cheese, pre and home shredded, I've never noticed in anything melted nor in anything where it's only half melted like tacos. Any graininess that might be present would be far offset by the other ingredients, but honestly I've never tasted any graininess. The anticaking stuff isn't even grainy, so why would the resulting cheese be grainy? You can lick a piece of pre-shredded cheese and the anticaking stuff flavorlessly dissolves in your mouth. I honestly believe most of this "graininess" is imagined after people read about it on the internet or hear about it from cooking shows. People have convinced themselves that cellulose = wood (notice it's mentioned in this thread several times) and somehow lose the ability to critically think about it. While cellulose is an anticaking agent, I don't think I've ever seen it used for cheese. Typically you see cheese using a modified corn starch. The anti-caking agent can cause some issues if you're making cheese sauces specifically, but generally if you're making a cheese sauce you're mixing in other ingredients and then dumping it over macaroni or potatoes or something anyway and it won't matter.

parmesan is pretty much the only one i ever see with cellulose