I received the controller as well as the stepper motor and did some tests with them.

CNC Shield v3.0+Arduino Knock Off from Banggood

I used the CNC shield v3.0 from Banggood as well as some DRV8825 stepper drivers. I'm using GRBL v1.1 for the firmware which seems to work well so far. I'm using a Macbook and a knock off of an Arduino Uno. The knock off keeps crashing my laptop and I thought it was due to a shortcut but is in fact a well known issue that only requires to install a driver.

 I have ordered in parallel an official and recent CNC shield from Protoneer. The main reason is the new board has some capacitors integrated to filter any noise which is nice because the steppers are generating a lot of it.

Precautions

There are few precautions to take with the setup that I learned after burning one of the driver:

1. There's a trimpot on the driver board that needs to be adjusted before pluging in the stepper motors.

2. Do not plug/unplug the steppers or the driver while the power is on 

As a precaution I have set the Vref (between the GND and the trimpot) at 800mV which means the current should be 1.6A. The steppers are rated at 2A but I will start at a lower value given the drivers are heating up a lot already.

Configuring GRBL:

The steps/mm (parameters $100,$101,$102) are calculated as following

The Nema 17 that I got are rated at 1.8deg/step which means there is 360/1.8= 200steps /revolution by default.

I have also setup the microstep of the driver to be at 1/8 which means the output is now 200*8=1600 steps/revolution

When I rotate the lead screw by 1 turn, it moves by 8mm which means  the steps/mm is: 1600 steps/revolution / 8mm/revolution= 200steps/mm

This is enough to start with and I will do some more accurate measurement when everything is in place in order to calibrate the system.