Need to dry grain before milling?
Grains would typically be dried for storage so that they remain dormant and don't sprout or mold. Assuming you're storing them in a sealed container and your ambient humidity isn't ridiculously high, this is probably dry enough for your purposes. Just don't wash or soak the grains without drying them thoroughly.

There's also going to be a small amount of natural oil contained in the grains which you can't really do anything about - that's probably what caused the flour sticking. The mill is designed to accommodate this, just make sure to clean it after use (to avoid any buildup) and don't add additional oil or moisture.