Always work to eliminate gaps between your fingers - and openings between your hands. This will ensure a grip that works effectively throughout your swing. Generally speaking, consistency is the key. When gripping your club, think of holding a child's hand - strong enough to ensure security, yet not tight enough to cause discomfort. Make sure to keep that grip throughout your swing.
Tension is part of the game.
Yet if you grip your club too tightly, your wrists will stiffen and jerk the clubhead out of the proper plane. Take care to keep your grip relaxed yet firm for a smooth rhythmic swing. In a rough situation, take control. When the rough is tall and thick, squeeze the club tightly to keep it moving. A lose grip may not generate the control necessary to bring your clubhead through the grass.