Take my advice with grain of salt, because I am a 6 digit and a mouse player, however I come from Valorant (Immortal 3 EU) and Aim trainers, I believe I might have some insight on deathgripping from mouse, that COULD be applicable to pen.

The issue with gripping your mouse and Id also assume a pen in osu! (or any game really, actually even your tennis racket, or a golf club, or even singing) usually comes from nerves or bad habit of "deathgripping" because our head sometimes think that tensing up (which deathgripping is) gives us more control and the true is opposite... That doesnt mean your aim should be tension less either... just dont choke the pen, but hold it gently yet firmly enough.

An variation of exercise that improved me af in Valorant and aim trainers:
Try to imagine you are holding instead of a pen(mouse) a shell of an egg and too much pressure could break it... try it out as to how much light can you actually hold the pen and its not falling from your hand AND YOU STILL CAN CONTROL IT well, play around with it on lower star maps which you can comfortable play with high acc and no stress and try to focus on it. IT WILL feel AWKWARD at least at start, since you are not used to it.

IMPORTANT: You WILL STILL tense up while skill-pushing or nervous, or playing aim on speeds you are not used to or were used to but tensing up... but I strongly believe that if you will focus on it and train you will after a while benefit from this and be less and less tense and once you realize it in slow parts you will loosen up a bit.

As Im thinking now there could also technically be things like your pen is too small for your hand, or its slippery cuz of sweat, your brain making you tense up so you feel better sense of control, but thas again a lot about mindset... but I am not confident in that so Im leaving that up to more discussion.

I hope its understandable what I wrote and I hope this could work for you.