i always put mine into 4 low rolling at a speed less than 5mph, throw the tranny into neutral, then put the t-case into neutral and back to 4 low, that works best FOR ME.
this is the rule of thumb i always go by when wheeling anywhere. its better to be in it and not need it, then need it and not be in it. my 4 low will hit 25 mph no problem (overdrive is a really long gear) but before i get into a rocky section or a place where im going to need 4wd i always put it into 4 lo. if im going down a snowy road or sand highway, i'll use 4 high.
your case sounds like you were in N/N position, tried to put it in 4 lo, thought it was in, put it in drive, and nothing, then put it back to N and tried back into 4 high and it grinded... but its not "common" for my jeep to grind going into any gear.