Grinding your own coffee beans gives you a better tasting coffee because the coffee beans will be fresh ground.
However grinding your coffee yourself does not make the coffee any healthier than using already ground coffee.
I prefer to grind my coffee myself when I make my coffee because it's fresher and the coffee tastes much better as well.
But it does not matter whether you grind your own coffee or use ground coffee that is already ground.
Coffee in moderation is healthy for you whether freshly ground or already ground.