Just before impact, a golf club can pull with over 100 pounds of force. You’ve gotta hold onto the club pretty firmly or it will slip from your hands. I’m a fan of gripping the club the same level of firmness throughout the swing, which means gripping it fairly firmly at setup and throughout, so you can maintain a fairly consistent grip pressure throughout.
The only real trick? Don’t let the tension from a firm grip go beyond your wrists. Your arms, your shoulders, etc. shouldn’t be “firm” or tense, just your fingers.