Paul Azinger played baseball grip, one of the most successful to do so I think, came in for some stick from Nick Faldo I recall when they were both in their late 1980's prime, something to do with Faldo saying Azingers grip was like swinging an axe or chopping wood which added to their mutual dislike of eachother.
I have had trouble with fingers (tenosynovitis) but find an interlocking grip works fine, you could look into smaller (ladies) grips or bigger midsize grips to see if that makes it any comfier whilst using a more recognised 'proper' grip.
Baseball grip | Golf Monthly
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