I don't agree with petje. If your rope is small enough diameter, you can usually feed rope w/o holding the cam open. But if you throw out slack fast enough (which often happens) you will engage the cam. With fatter ropes, and ones that are worn and fuzzed the device will autolock very frequently when you try to pay out slack.

As jgloporto mentions, the Petzl instructions state that you can usually pay out slack w/o holding open the cam. Then it says: when necessary, take your brake hand off to hold open the cam, then return your hand to the brake side of the rope immediately.

That said, there is a method in which you can use either your thumb or pinky (possibly in addition to the ring finger) to hold open the cam. I use this method and believe it to be the best way to use a Grigri. You still have most of your fingers on the brake side of the rope, which is plenty to lock off in the event of the fall. So even if the device fails to cam, or you totally botched it and threaded the rope into the Grigri backwards, the device will still act as an ATC and catch the fall on friction alone. Your thumb or pinky supplies enough leverage to hold open the cam and feed rope, but not enough to hold it open in the event of a fall (unless you have mutant thumbs). Plus, you can quickly return your thumb or pinky to the brake rope when not paying out slack, more so than having to move your whole hand from the device back to the rope like the Petzl instructions suggest.

This method takes a bit of practice, and is a bit different from person to person. For instance, my partner uses his thumb to hold the cam open. My hand is too small to get my hand in the right position for this, so I use my pinky. Most people are not strong enough to hold the cam open w. just the pinky, so in that case you will use your pinky and ring finger.