Hi All.....I was reading an article that said Jim Furyk uses a double interlocking grip, so not only does he interlock his pinky, but the ring finger on his right hand as well.
The article stated that Furyk feels this gives him much more control.
I'm no pro, and then isn't to say the man isn't a fantastic golfer, but I think for most people copying any part of that awkward swing would be a bad idea.
To answer your question, no I have never tried a double interlocking grip.
I don't use this grip either, but I have suggested it to people who have a problem with a "hand hook", that is they hook because their right hand (for a right hand golfer) rolls over much too actively. Overlapping two fingers puts even less of the right hand on the club and limits its influence that much more. While Furyk's swing is pretty ugly, I don't think that applies to the grip. The grip is pretty sound.
I tried the double interlocking out of curiosity and didn't like the feel. It's frankly difficult to grip the club with that method. Furyk's long and thin fingers must make it easier for him.
I use it fairly often, most often on a "Tweener" (Between clubs shot) I can rely on it to reduce the distance of the club by about 5%. It's a comfortable grip for me but for some players it might not be.