I've never had a problem grating or chopping nuts that were not dried - fresh out of the shell! The reason for roasting nuts is not for grating or chopping ability - it's for generating new flavors from the amino acids and sugars reacting under heat to create new compounds - a result of Maillard Browning Reactions.
Now, back to the original question ... I do both depending on the depth of flavor I want to develop. I generally toast nuts before grinding/chopping - but if I don't have as much as called for in the recipe I will carefully toast chopped nuts (so they don't burn) to intensify the flavor even more to make up for the lack of quantity.