Baked goods with Teff flour turn out gritty. How can I prevent this?
I don't know about the brand, but flours which are sold for health purposes are often whole grain. If it has the bran milled together with the corn, there is no way around the grittiness. 

I don't know if something like "teff cake flour" exists, as it is probably the opposite of what teff eaters want. You could try calling the producers of your brand and asking. Else see if cycling through brands helps. But for such a niche product, it might be that all brands do whole grain only.