Wrap medium grit sandpaper around a block of wood approximately the size of a door stop so that the gritty side is exposed. With the golf club in your non-dominant hand and the sandpaper block in your dominant hand, fully sand around the golf grip until the slickness is removed and it feels slightly rough.
Apply a minimal amount of pine tar to an old rag. Grab the golf club by the grip with the tarred portion of the rag and rub the pine tar in with an up and down and wringing motion similar to the way a baseball player applies tar to a bat. After the first pass, determine if more pine tar is necessary to ensure maximum grip.
Wait a few minutes to let the pine tar dry and pick up the club to make a few practice swings. If the grip still feels loose, apply more pine tar. If the grip feels too sticky, pick up the sandpaper block and rough up the grip until excessive tackiness is smoothed out.