What coarseness of grind works best for cold brew? I recently received a new device for making cold brew coffee. It put out a really good cold brew. The filter is made out of a fine nylon mesh.

How coarsely (or finely) should the coffee be ground for best cold-brew extraction?
Two guides do have specific (though differing!) recommendations on coarseness of grind for cold brew. 


Blue Bottle recommends a grind a bit finer than paper-filtered drip coffee (they compare it to the same grind as for AeroPress); they're using an immersion setup with a wool filter. 
Kicking Horse recommends a medium-coarse grind, nearly like that of French press; they are using a similar setup but claim that a finer grind extracts more bitter compounds. 


Personally, I use the latter because I find the filtering goes more easily with a coarser grind; see also this question about making cold brew easier to filter.

This question also discusses the grind. See also related questions with the tag cold-brew.