An espresso grinder has one job the others do not: land the grind fine enough, and precisely enough, that a 25-second shot is still a 25-second shot tomorrow. That precision is what separates it from a grinder that merely goes fine.
Filter brewing forgives a wide spread of particle sizes — the water has minutes to even things out. Espresso has twenty-five seconds and nine bars pushing through a compressed puck.
Too many fines and the water stalls. Too few and it runs straight through. That is why an espresso grinder is judged on how tightly it holds particle size, not on how fine it can go.
A stepped grinder moves in clicks. It is easier to return to a known setting, but the gap between two clicks can be larger than the correction you need.
A stepless grinder moves continuously. You can shave a second off a shot instead of choosing between two settings that are both wrong. It asks more of you in exchange: there is no number to write down, only a mark.
For espresso first, stepless. For espresso occasionally, stepped is enough.
Portafilter fit. A dosing cup or fork built for 58mm will not seat a 51mm or 54mm basket. Check yours first.
Retention. Coffee left in the chamber between doses is yesterday's coffee in today's shot. It matters most if you change beans often.
Adjustment range, not the number of settings. Sixty clicks that all sit in the filter range are worth less than twenty that reach espresso.
Static. Dry rooms make grounds cling and scatter. An anti-static system, or a drop of water on the beans before grinding, is the answer.