Richard,
Steel parts will indeed all be made to the same specifications, and will interchange. This may not result in a functioning Luger, as final assembly of these guns was all hand-fitting which resulted in the necessity to retain all-matching serial number parts.
Grips are non-critical parts, and will indeed vary as Ron suggests. Grip characteristics can be one indication of the source of random individual grips. DWM and Erfurt grips are relatively full, and have a rounded profile. Mauser grips are thin, and have a "flat" face to them. Simson grips are generally rounded and quite fat.
As you have noted, these differences feel different in the hand, and may have a subtle effect on shooting. I have rather large hands, but prefer the "feel" and grip of very thin grip plates.
--Dwight
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