There is controversy here, I have read of anything from fine to coarse grind being used. The cans have what appears to be a French grind; I use a grind somewhere between French and drip. This does not fall through the holes in the filter and tastes great. If you are new to Vietnamese coffee, use a French grind since it is easier to get it right with a coarser grind.
Full article: http://www.howtobrewcoffee.com/Vietnamese.htm