It depends how they've grabbed it.
In a Muay Thai context (The grab is typically an overhook and there is typically nothing on the leg in terms of cloth for the opponent to really grab on to) the standard thing to do is to:
-VERY QUICKLY spin so your back is (briefly!!) to your opponent and your knee is pointing downwards
-Forcefully tear your foot loose from their grip and use the momentum of that action to spin you back facing your opponent.
-HANDS UP - your opponent WILL be counter-attacking you.
The motion of the spin is similar to a missed kick where the momentum takes you all the way back to your original position.
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