Dealing with the heat of leading
Who's the one man perfectly qualified to comment on the state of play in the Open?
Grady also led the US PGA that he went on to win the following year so has experienced both sides of the coin.
Here's Grady: "The experience and pressure of being in front are far different than coming from behind.
"I'd been in the lead and I'd taken all the pressure and this is what Oosthuizen will have - all the pressure and expectation on him. Everyone would love a five-shot lead but with it comes the burden that you should win. Louis will be very jumpy, very nervy. The pressure drives some people out of the game. But it's absolutely the best pressure in the world. It's like someone has got your head in a clamp and you can't get out of it but it's what we all play for. Some people can handle it, some can't.
"I didn't sleep very well at tournaments anyway and was up at 5am. When you're off at 2pm, that's a lot of time for your mind to run riot. And they're off at 4.40pm.
"Oosthuizen's got to do things to keep his mind active. He can think about his game, but not about the result. As soon as you think, 'I'll buy a Porsche or a new house', you've made a few bogeys and the dropped right out of it.
"Look at Ian Baker-Finch, a great friend of mine, who led here in 1984 going into Sunday and shot 79, though at least he went on to win an Open.
"Staying in the moment is the hardest thing. I don't think there's a secret - every time you catch yourself day-dreaming you've got to give yourself a smack.
"As for 'Calc', he's been around a long time and is very much a momentum player. Once he gets something going he can turn the tables on anybody. He's a great guy, I've no issues there at all. He's been competitive and kept his card in the US for all these years. He won three years ago in the States so I don't see his age as an issue. If he gets the momentum going in the right way he can still win at St Andrews."
In 1989, Grady shot 68, 67, 69 to lead Tom Watson by a shot going into the final round, with Calcavecchia three behind and Norman seven adrift.
But Norman stormed through the field with a 64 to set the clubhouse target at 275. Grady took 71 and Calcavecchia 68 to force a play-off, but Watson fell back with a 72.
On the final hole of the four-hole play-off, a new format for that year, Calcavecchia hit a stunning five-iron approach to six feet.
Grady was by now two back and out of it, and Norman drove under the lip of a bunker, found more sand with his second and then blasted into the out-of-bounds behind the green as the American secured his only major title.
Here's "Grades" again: "I'd just won a tournament in America the month before so I went in with good form. I stayed in front until the first hole of the play-off and was on my own until I bogeyed 17 on the Sunday.
"'Calc' wasn't in it until the back nine on Sunday, and was almost out of it - he holed a 50-footer for par on 11 and holed a pitch shot on 12 that was going to fly across the green. He made a birdie but was going to make six. He's just that type of player.
"Shark wasn't in it either, but he birdied the first six holes on Sunday and shot a very low round.
"I really didn't play poorly, I just missed a couple of putts that I should have made and three-putted 14.
"After the play-off I went out and had quite a lot to drink, unfortunately not in celebration. I don't think you can describe what it's like to lead a major for three days and lose. The emotions of almost achieving what is everyone's goal and the nervous tension you've had to deal with for so many days and then it's taken away from you - it's the most gut-wrenching thing in the world.
"But I learnt a lot from losing the Open and won the US PGA a year later. It was almost identical - I went into the lead on Friday lunchtime and had it until the 12th on Sunday. I lost it for one hole to Freddie Couples and was thinking, 'oh no, it's happening again'. I had to give myself a good kicking to tell myself to get over it and get back into it and I ended up winning by three."
So Louis, Mark, anyone else reading this - take Wayne's advice. Love that pressure and kick yourself often. "Grades" got another chance. Will you?