Nothing feels more awkward than applying a "text-book" grip which is miles from how you instinctively want to hold it. And unless your instincts are on board, the chances are it will always slip back. The solution is to find your authentic grip.
What is an authentic grip?
I mean the grip your hands want to use, when the task is clear and a little trial and error (exploration) is allowed.
Essentially, your authentic grip is best discovered whilst simultaneously figuring out how your body best delivers a square blow with force.
If grip and a collision-ready impact are worked out roughly at the same time, there will be a match-up - they will compliment each other. If you learn Adam Scott's grip, but your Sunday best impact position doesn't match up with it, you will not square the face and hit it straight.
Process
1) Do you need to change your current grip?
Assuming you are an established golfer, your natural grip may or may not be a limiting factor. There are many ways to deliver the club square at impact. I see perfect grips that don't deliver the face well, and unconventional ones that do. It's all about the match-up described before. Thus changing anything in your technique because it "looks wrong", with no clear functional reason, is not advisable.
The one thing your natural grip almost certainly has in its favour, is that instinctively it feels it serves you in some way. So you don't want to trade that away without good reason.
However, if you or your coach decide that it's not functioning for power or control (and a change is the simplest solution), this is how I would establish one that works and feels right.
2) Palm golf
Find an heavy or immovable object with a square edge that sits at the same height your right hand would hand in set-up (like the arm of a sofa). Set up to it, and clasp the wrist of the right hand with your left as in the picture. Initially press into the object, feel the resistance. Allow your body to self-organise into a strong impact position where no one joint is taking the strain. In fact the whole body feels like it is absorbing the resistance equally. If you find your chest is beginning to turn left, weight moving to left side etc. great.
Then, starting small and building up, make backswings returning to this strong impact position. The observation to make is how the right hand is positioned at impact, how it hangs at address in preparation to make a palm golf swing. Where does the palm face, for example.
3) One-handed chips
The next exercise is to do one-handed chips (whatever length you think would be easiest), first with right hand, then with left. If you've never done it before, it's not easy but that's the point.
In learning to make reasonable contact, your body is having to learn a new skill. Let your instincts guide you on how to hold the club, but do make little adjustments in between shots if you think there might be a better way to hold it. Tests include: stability through impact, face control, the wrist being able to hinge freely, or being able to deliver the club on the plane/angle it sits at.
The observation to make after you've got a few decent strikes away with both hands is to see whether the way in which either the right or left hand was positioned on the club differed from how they look in your regular grip. When there is a difference, I might explore whether it is possible to integrate the preference of both hands individually into the normal grip.
4) Putting them together
The two most common ways to connect the hands on the handle is either an interlocking or overlapping grip. If it helps both hands find their natural hold, I not infrequently suggest the baseball, 10 finger grip. For many golfers this allows both hands to work well, and not cramp each others style. Don't let convention put you off. A baseball grip that gives you power and control will beat a "conventional" grip that feels contrived. Remember, it's just a bat and ball sport.
Summary
Working on our swing tends to be an ongoing project, and as our technique evolves over time, and our bodies change, I'd always reserve the ability to tweak the grip to keep it serving the swing. However it must be tested in a functional way, to ensure it compliments how your body organises for impact.