Thanks for visiting artzealot, I was actually looking at your book yesterday, good stuff.
Thats a good question because I struggled very hard trying to get that grainy texture. If you get the brush set from m@, you will see 5 round texture brushes, the first has a speckled tex. Make a few adjustments to the texture, increase depth to max, turn off texture each tip, and set mode to linear burn. If you use a really dark or light color, you will get the grain.
Another way is just make a super grainy high-contrast texture with noise filters and whatnot, then plug that into a brush's texture slot.