I think Big Jim's video is great, especially for doing beaver tail and other leathers that are already fully tanned and finished.
I take a slightly different approach and use some thin tooling leather. I get it nice and wet an pliable, then stretch it around the curves of the grip, trim, and stitch into place. After it dries in that shape, I remove the stitching and dye as desired and finish with some wax finish. (There have been times when I've tooled something into the grip, either a little texture or an image.) Then I add a little contact cement to both the bow and the grip about half way around from the back and put it back on and stitch it up. Always a perfect fit that way.