You look to be on the right track, but I don't recommend tying into the turn signal.
Wiring: Tie together one wire from each grip and tie that into a ground (frame, negative terminal on battery, or most black wires). Tie the remaining two leads from each grip along with the center wire of the switch lead together and this will go to an always on, fused source (typically fust leading to positive terminal of battery, headlight, taillight, license plate light, etc.).
The best way to do this is get a 12V automotive relay and tie that into the switched lead (usually pin 87) of the relay, and run the other switched lead (usually pin 30) into a fuse that runs through a fuse to the positive terminal of the battery. Tap into the taillight or headlight lead (positive, red) and run this to the coil of the relay (usually in 86). ground the other end of the switch (85) (attach to .
Another option is to just tie the switch lead from the grip warmers to a switched, fused lead such as the headlight or taillight but I don't particularly like that setup because you may overload that circuit.
The attached image shows the typical lead numbers for the relay. (Very rough and ugly sketch, but hopefully it helps.)
-Never mistake kindness for weakness.
-Harley Davidson rEvolution engine (V-Rod): Designed by Porsche, detuned by Harley.