Why do the back of my teeth feel so grainy after Veneers?

Most likely there is residue from the bonding cement. The back of your tooth should feel the same as prior to treatment. There will be a difference, however, in how the smooth porcelain would feel vs natural tooth structure. But, to me this sounds like you should return to the dentist to evaluate and to see if there is bonding residue present that can easily be removed and polished.

The process of getting veneers treatment is very delicate and detail, teeth have to have a really good sound structure to support the porcelain layer and they should hot have any remnants of old restorations, when they are prepped for a veneer restoration. If you feel part of an old filling or something else on a tooth that has a veneer, you should revisit this veneer because that is the number one reason a veneer fails, when it has existing old restorations that were left behind after preparation.