The MgB2 superconductor has already demonstrated its applicative potential, in particular for DC applications such as MRI magnets, thanks to the low costs of the raw materials and to its simple production process. However further efforts have still to be made in order to broaden its employment also towards the AC applications such as SFCL, motors, transformers. The main issues are related to the reduction of the AC losses. Some of these can be faced by obtaining multifilamentary conductors with a large number of very fine filaments and, in this context, the powders granulometry can play a crucial role. We have prepared MgB2 starting powders with different granulometries and by the ex-situ P.I.T method we have realized multifilamentary wires with a number of filaments up to 361 and an average size of each filament lowered down to 30 microns. In particular we have studied the relationship between grain and filament size in terms of transport properties and show that the optimization of this ratio is possible in order to obtain suitable conductors for AC industrial applications.