No I did not; I kind of expected everything to work out of the box once the keys were generated.
I ran the following command:
postconf -e 'non_smtpd_milters = inet:localhost:11332'
because I saw the smtpd_milters was set to the same value.
Now my outgoing emails are being signed, but my DNS provider is not picking up the new TXT record with the DKIM key. That is an issue on their side probably, and I will check to see if, once the record propagates, the emails are being signed correctly.
One question though; should this setting not be set correctly by out of the box by grommunio?