For me it would depend, is it a good expensive coffee grinder? Can you forget and let go of where it came from and what it was possibly used for? If yes, then give it a good cleaning and keep it. If not, clean it and donate it somewhere so someone that can't afford one can make good use of it and go treat yourself to a nice one if its in the budget.
As far as turning it in somewhere, forget it. You could never prove who used it, where it came from etc. To me that's just taking it too far. One of the above options would be my advice.