I, too, am having this issue. For me, it happened after going from an Ultegra 10-speed chain and cassette to a KMC chain and MicroShift cassette, both in 9-speed. However, the "grinding" sensation didn't happen immediately, but after about 150-200 miles (after the first chain re-lubing with Boeshield I might add).
It's become annoying and maybe I should have stayed with the 10-speed stuff but I drank the "9-is-all-you-need" Kool-aid...especially so since the current 9-speed setup friction shifts worse than the former 10-speed stuff did even though it's not suppose to.
I'll also check the cassette lock ring torque before I complain further.