Personally, I think grating the soap beforehand is a waste of time and a totally unnecessary step. I have never tried it, and likely never will because I've never had any trouble felting bars of soap. Shape doesn't really matter either, at least in my experience.
Take a look at my avatar. I hand felted this fish-shaped soap back in 2016 and it was really quite easy to do. Not only did I hand-felt the soap, I dyed the roving, as well (my SIL taught me the process that Spring while we were at Spring Training in Arizona). The detail (eyes, etc.), I added via needle felting after the yellow was dry.
Here is a larger view of the finished soap:
Usually the felted soap I make doesn't have a loose pocket-type feel until it is very small. I assume the reason is that by the time the soap reduces in size to a scrap that many people normally just toss in the trash, the felting has shrunk as much as it is going to shrink.
Although one other time, I made a soap with multiple loose scraps inside and that one seemed a bit more like a felt pocket with moveable soap scraps inside, and I have to say, I did not like the feel of it while in use. In fact, it still sits my my tub unused after several years, for that very reason. Perhaps that's another reason I will probably never used grated soap for a felted soap. But to be fair and honest, I have to also admit that some of the wool I used in that one was not from raw roving, but from an unraveled sweater and it may not have been raw enough wool to have enough shrink left it in. So that's another possible factor.