If you never ground closed cell foam, one thing for sure, coarser is better. Some people have great results with using a stiff wire brush wheel in a drill. I use an item called a paint scraper by 3M. It's a 1/2" x 3 1/2" thick wheel that's a wire mesh material impregnated with carbide abrasive. I use it in the drill - cost about $4. You can get it in any home center / hardwar store etc. I use my belt sander for large flat or gentle curve areas. You can also hand sand with a coarse grit sanding belt or those wallboard grated sanding things.

You'll do fine with the grinder but I think a thicker grinder surface is better than a thin one with closed cell.