The settings are purely point density, so you may find that the increase in resolution also shows up more of the noise in your data. This in turn may influence the surface reconstruction of the mesh.
If you want a bit more control over the mesh from the point cloud you could export the points and do the reconstruction in Meshlab, where you can specify the individual settings for a surface reconstruction. I've done this for some objects and it works well, although Meshlab is not muli-threaded and doesn't like handling really big point clouds in my experience. You can then import the mesh and continue the workflow.
For the most part though I find improving the end result usually means improving the input images. Shooting RAW, TIFF vs JPEG, effects of sharpening, lighting etc... If you're already at the top end of all of that, then I'd look at increasing the magnification of the images (get in closer) and lots of overlap. With experience you get a feel for what level of detail you'll get from different camera setups and shooting strategies, but there are a lot of variables so it's a little hard to give a quick answer.