Don't Squeeze that Lemon!
When I'm playing with students and we're both amplified, it's common for me to say "tighter cup," to help them achieve a larger tone through the amp. This usually means their palms are slightly open at the bottom and that they need to close it (assuming there's no leakage due to space between the fingers or anywhere else). They commonly squeeze their hands more tightly and though it helps for a while, their hands get tired quickly and of course that's not the right technique. Instead of "squeezing" to a achieve a tighter cup, "slide" your palms together by not having so much overlap at the top of the harmonica, where your fingers are. So... the key element is sliding the palms closer by not having so much overlap on the fingers at top... not squeezing your palms together, which takes muscle and will fatigue your hands quickly.
Where's the lemon idea come in?... imagine that you cut a lemon in half, using the cut half as the grill of the microphone. Cup the harp and then the lemon like a bullet mic. When I say "tighter cup," you practice sliding your palms together, not squeezing the lemon.