Shooting at 400 will give you underexposed slides, no effect on grain per se.
Slide film is not very tolerant of under or over exposure like color negative film is.
Slide film is best not over exposed.
Slide film can be underexposed in evenly lighted scenes to raise the color saturation such as a sunset.
Shoot various subjects at one half stop to a full stop under exposure along with over exposure of a half stop and then compare shots of the same scene that have had proper exposure at asa 200. this bit of experimentation will give you a "Feel" of how a given slide film handles