Scaling grain effect

Struggling with the same here. It seems that any of the texture effects act as fills of an object, at a fixed resolution. This means that if you scale an object, the texture will not scale with it, just more fill will be produced. Changing the settings in Preferences regarding Scaling of Stroke and Effect does not change that behaviour.

You can rasterize an object that has a Texture Effect applied. You can then scale the object, and texture will scale with it. Confusingly, there are two way's to rasterize an object. The one that you should use for this purpuse is Menu > Object > Rasterize. This turns the object into an actual image (you will see that also indicated in your Layers)
There is also a rasterize option under Effects, but this only makes the object appear rasterized, while keeping it vector - which means the texture will not scale.

All in all, this an inconvenient workflow of course, especially when you have artwork that has to be printed at various sizes (flyers, posters, banners). Rasterizing is a workaround, but the scale version is rendered ineditable which in many case is really inconventient. Therefor you should always keep a copy of the original vector version somewhere (either in a separate file, or on separate artboard in the same file). And you should rasterize at the latest moment, in order to avoid having to repeat all the steps to often.

For work that remains digital all this is less of a problem. You can then make your artwork at a size at which you like the 'resolution' of the texture.  As you don't use (vector) pdf for digital purposes, you can scale you work to various sizes by exporting a larger bitmap (jpg, png, etc). The texture will scale with it.

I do think it's a shame Illustrator has never implemented a scaling option for texture effects, as it really makes them much less useable then otherwise would be the case.

This is just a PDF and the effect has been rasterized in it.

I assume this is a Photoshop effect. In them most of the time the stipple dots have a small size and they can't get larger. 

WExport this as pixels and then try and get in larger in Photoshop might be your only option.

It's also worth mentioning that my reason for doing this is I'd like to put this image in a pdf at the best possible resolution and the only way I've found to do this is to make the image pretty large before exporting it. If there's a better way, I'd love to know what it is.