I don't use a seive, but I just get a large bag of wonderbark (fir bark for orchid), the fine grade, I buy it from OSH.

I don't think it is very critical as long as you stay on the small to medium side of things. I usually buy bagged pine or fir bark mulch which is usually chipped or shredded. It is a multibark from very fine up to a few centimeters. It might be helpful to sieve out the very fine dust to prevent moisture build up.
Small orchid bark is ideal as poorowner uses, but too expensive in most cases to be practical.

When I have some soil mixed this fall it will be a small aged multi-sized fir and I am pretty sure they don't do any specialized sieving to it.

MJH