What difference does the crush make for steeped grains?

I think you have already gotten a couple great answers here but just to through my two cents in... From what I have heard a good average crush to shoot for would be breaking the grain kernel into about four pieces. That crush should give you a good extraction efficiency rate and still be large enough to filter itself without getting "stuck". But thats suggested for all-grain, so keeping in mind that you would get the best efficiency if you ground your grain into powder (but that would create some serious issues (don't do it)) I would find a crush that is giving you the results you are looking for and not giving you troubles. When I brew extract I do not worry about getting any fermentables from my specialty grains instead focus on getting the color, body, head retention, exc... and calculate your gravity based on the extract you use.

I disagree with Denny's assessment. Compare the theoretical results of not crushing them to grinding them into a powder. The the first case you'll get little flavor/color; in the second you get maximum flavor/color. So the crush does indeed have an important impact.

The key is to do it the same way every time for consistency brew to brew. That way an adjustment in amount of an ingredient becomes meaningful vs. it being how it was processed.

Regarding grain to water I generally always kept it similar to a mashing type ratio. But I have rarely heard of fellow brewers having problems with steeping their grain in the entire volume of wort, myself included. Generally its such a small amount the tannin and pH issue becomes a bit moot. YMMV

I would be mindful, and I would go with the rolling pin method. I have done this before, and will most replicate the effect of the barley crusher at your LHBS. Also, do this, and there is no need to worry about steeping more/less when using the coffee grinder method.