I've even seen a makeshift grips made out of
GS or poster tack (honestly, a wad of the stuff holds its shape well enough that, tackiness aside, it's not a terrible idea). The Army Painter brand seems to be one of the few in the wargaming world that considers ergonomics when designing brushes, with their chunkier triangular handles - most handles are incredibly thin and lightweight, which seems to encourage hand fatigue. I know that I, at least, felt like I had to scrunch my fingers together tightly to grip the things with a sense of any degree of control.
Adding a pencil (or any other type of) grip will let you open your hand a bit more, which should help with comfort, but handle weight and balance are also big factors in how a brush feels. What eased my grip most, however, was technique - not only was I battling the piddly handles to get a solid feeling grip, I was also choking up on the ferrule and "painting with my fingertips" in an effort to get maximum control. Forcing myself to ease back into proper position and paint with more of my hand and wrist did a lot to ease my hand fatigue. I tend to slip back when focusing hard on details and most of my brushes still have weedy, featherweight handles, so I still cramp up from time to time, but I'm conscious of the problem - technique can be as much of an issue as brush design. As tedious and/or distracting as it may seem, at first, it's worth putting some time in to see how much changing your technique changes your comfort level. Now that I
know that there's a better way, firsthand, I find it easier and easier to correct myself before the discomfort/loss of dexterity forces me to step away from my project.
[multiple edits: Typing while sleepy causes errors. Proofreading while sleepy causes sleepy edits, which then have to be edited, themselves. Twice.

]