Watery Pulls, But Everything Seems Correct?

Relatively new to making my own espresso (roughly a year with the Breville Bambino Plus), but have gotten into the groove of making good shots. One thing that seems to always be a problem is "Espresso grind" never seems to be fine enough. I like buying fresh coffee from local coffee shops, as well as Starbucks, and have them grind it for me since I don't have a grinder that grinds the beans fine enough. But most of the time when we have them grind it as espresso grind, it is too coarse and the espresso pulls are sporadic and watery. I have the best luck when I grind it as turkish coffee. This doesn't make much sense to me and makes me think something may be wrong with my machine. Does this happen to anyone else? Am I doing something wrong?