1 & 2: Yes.
MAHLI has imaged parts of the rover. A good example from the image archive is one taken on Sol 3204, https://mars.nasa.gov/raw_images/964387/?site=msl.
3: Yes. The full-resolution image resolves individual dust grains. The bolt heads in this image can be used as a reference to estimate grain size. So can the connector at the bottom of the image, labeled M83513/02-DN, whose datasheet identifies it as a 25S layout, 30.01 mm wide.
So the largest grains are about 0.3 mm. The smallest grains, like those filling the connector's label, are unresolveable, but MAHLI has taken an even closer look at this box.
MAHLI also looks at its rover-mounted calibration target, of course, as shown on its wikipedia page.
A close-up thereof might include smaller dust grains, for instance.
From that closer look:
NASA's Mars rover Curiosity acquired this image using its Mars Hand Lens Imager (MAHLI), located on the turret at the end of the rover's robotic arm, on June 10, 2021, Sol 3144 of the Mars Science Laboratory Mission, at 15:34:15 UTC.
When this image was obtained, the focus motor count position was 13257. This number indicates the internal position of the MAHLI lens at the time the image was acquired. This count also tells whether the dust cover was open or closed. Values between 0 and 6000 mean the dust cover was closed; values between 12500 and 16000 occur when the cover is open. For close-up images, the motor count can in some cases be used to estimate the distance between the MAHLI lens and target. For example, in-focus images obtained with the dust cover open for which the lens was 2.5 cm from the target have a motor count near 15270. If the lens is 5 cm from the target, the motor count is near 14360; if 7 cm, 13980; 10 cm, 13635; 15 cm, 13325; 20 cm, 13155; 25 cm, 13050; 30 cm, 12970. These correspond to image scales, in micrometers per pixel, of about 16, 25, 32, 42, 60, 77, 95, and 113.
Most images acquired by MAHLI in daylight use the sun as an illumination source. However, in some cases, MAHLI's two groups of white light LEDs and one group of longwave ultraviolet (UV) LEDs might be used to illuminate targets. When Curiosity acquired this image, the group 1 white light LEDs were off, the group 2 white light LEDs were off, and the ultraviolet (UV) LEDS were off.
The focus motor position of 13257 suggests a distance of 15 to 20 cm with a scale between 60 and 77 microns per pixel which is consistent with an estimated 13 pixels per mm using the 30 mm (390 pixel) connector as a scale bar. One can estimate that grains of 4 pixels might be barely resolved.
Had the camera been moved to the closest distance mentioned above with a scale of 16 microns per pixel, dust grains less than 100 microns should be resolvable.