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That's definitely a pressurised basket, delonghi do a few different types depending on the model of the machine. As @Scrabble said you need an unpressurised basket for proper espresso grind, if you just type in non pressurised basket for Delonghi EC330S you'll probably find a post from someone else who had the same issue and where to find the basket.
It has multiple holes and then flows through another bit. The holes appear to be a lot smaller than the non pressurised example several posts up.