Shea and mango butter are prone to graininess whether you temper them or not. You could try 92 degree coconut and/or use cosmetic grade candelilla or carnauba wax.
Regarding tempering to eliminate the graininess - it works, but only to a point. If your lip balm is exposed to temperature shifts the grains can reappear. Yes, tempering properly should eliminate the seed crystals, but it's very hard for us to ensure they are all gone and don't re-form during tempering and chilling (even bumping your pot can do it).
My fix is Butter-EZ or to eliminate the buttes altogether (palm oil makes a lovely sub).
Andrea