yes the finer powder has more surface to catch spark so they will be prone to ignite, but you might not notice a speed increase, even so slight. If you have 3f powder, use that in the pan. It works fine in the pan. In fact in damp weather I use 3f instead of 4f powder in the lock pan. If you want to grind some powder, do small amounts and keep that separate and don't use it as a main charge and you will be fine.

In the larger military muskets they even use 2f as primer. All of them will fire and the difference in lock speed is not that much.