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Yeah the flipped direction is a bit counter-intuitive. Easiest way to remember is that when you screw in the bottom bit, it's in the direction of finer.
On that note, clean your grinders folks! One thing I love about the Sette is that I can change between the filter and espresso burrs in less than a minute with no tools. Damn handy design, also means cleaning is super straightforward.
Yep, is your one not labelled?