In the winter, you may see flocks of birds along roadsides after the snowplows have passed. They're after the grit. Birds have no teeth to grind their food. The dirt, sand, pebbles, and grit they eat sits in their crop and helps grind up their food. Adding grit to your feeder is helpful year-round, but particularly in the winter and spring.
Crushed eggshells do the same thing, and in the spring have an added benefit.
They provide extra calcium during nesting season. In the winter, raw beef fat from the local butcher is all you need for your suet feeder. When temperatures rise, raw fat can melt, and get rancid. It's safer to use commercially rendered suet cakes in the spring and summer months. Rendering, boiling the fat, kills bacteria.