If your ball is not sitting pretty, be sure to select a more lofted club and get steep!
I like to take a firmer grip pressure to keep the clubface square. When the ball is nestled down, the clubface can easily get caught up in the grass affecting the angle of the face, typically causing it to shut. The ball will go left or worse, just a few feet in front of you, still in the rough.
With a PW or 9 iron, play the ball back of center to encourage ball-first contact. With an open set up, you’ll encourage a steeper downswing angle. An aggressive swing, down and through, is required to get the ball out of this deep rough.
The deeper, the steeper you need to get.