Assuming you are waiting enough time for the grips to cool down, I'd pull the plug/connector between the control and the grips (this is the output side of the controller), and use a voltmeter to see if there is power leaving the controller when it is off. Faster and easier to do this than install another switch.
If from a cold start (cold grips, bike has not been used overnight, for example) if you turn on the ignition and start the bike w/o touching the grips control, will the grips heat up on their own (power stuck in the 'on' position inside the controller)?