[YodasLuke]

I've just been to Scotland to play some golf and watch the Open.
I was playing pretty decent hitting everything. But one thing was destroying my game the most: hitting from the rough.

Even with a pretty firm grip I wasn't able to keep the club from closing, and more often than not I would still be in the rough somewhere.

What are the best compensations: hitting with an open clubface (by turning the grip or the hands), aim right, steeper plane or start swinging under these conditions?

I have no idea how deep the grass was, but the approach has to be very steep at times. You can create a little forward lean with the body, pick the right forearm up steeply to create somewhat of a V shape, use a club with plenty of loft, etc.
Or, you can keep it in the fairway all the time.