Is there any rule of thumb to decide the indentation hardness test?
No. Grain size is not a factor . Test method depends on the size and shape of the test piece and why the test is being done. Vickers can use different loads so can be used for very small areas and the microscope can be used to select certain locations such as a carburized layer. Rockwell can test larger specific locations such as the components of a weld HAZ. Brinell hits a fairly large area ,it also requires significant thickness like 1/2 ". Vickers and Brinell results are based on the area of the impression , while Rockwell measures the depth of penetration. These comments apply to standard bench testers , portable testers is a different game.