Over the last 30 years, I've gone from grips to no grips and back to grips again. I believe that a big part of how well or poorly grips work depends a lot on how dry or sweaty your hands are, here are my observations.
Without grips -
My skin is really dry, so when I am not using grips, I find myself subconsciously using more wrist because my dry fingers tend to slip on the slick hole surface. I usually blow in the fingerholes to give my fingers a bit more "tack", and sometimes wishing that I had some of that Pro-Grip stuff (the yellow tacky wax) for my fingers.
With grips-
I've found that having grips allows me to relax my wrist more, I'm no longer concerned about not catching all of the ball with my fingers, or having it slip slightly when lifting.
As far as pressure on the fingers goes, I think that grips actually put more of the weight of the ball on your fingers. Simply because a person's fingers stick to the grips better than the slippery finger holes.
My suggestion is probably one you've already thought of. Get a ball (preferably a crappy one) and drill it up with grips, then practice with it. Don't worry about score, just pick a mark and hit it, try to relax your wrist more than normal. Throw enough games to get a decent feel for the grips, then switch back to your ball without grips. Be aware of the difference in feel and tension in your wrist/fingers.
Hope this helps.