The standard pencil grip involves the thumb and two fingers. For a comfortable grip, the object should be perpendicular to the user’s digits at each point.
This can be achieved with a circle, triangle, or hexagon (or any further multiple of 3, but getting to 9 and 12 at that scale, it becomes easier to just go with circular).
Using a different shape, e.g. a square, would result in at least one of the user’s digits being directly on a corner, instead of a flat side.
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