I prefer to have the hands tied together with overlapping. I think it really puts the #1 pressure point where it should be, higher against the thumb.
How high on the thumb is your preference? Would it be at the top of the first knuckle close to the wrist?
My experience with small small hands is I can lose the connection with the thumb using first the overlap, next the 10 finger, and the interlock is the best. I do however hate the interlock grip.