How to project a Helix in a curved cylinder

Now I understand what you meant by 'curved cylinder'. I didn't pick up on that. Here's a brief, simplified demonstration:
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Step 1:
Once you've established the form of the bottle, the first step is to create a helix concentric to the bottle.
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Step 2:
You will use this helix as the path of a spiral 'swept surface' feature.
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Step 3:
Then you create a 3d sketch and select the bottle surface and the spiral surface and use the 'intersection curve' tool to create the helical path that follows the bottle curvature.
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Step 4:
Finally, use this 3d sketch as the path in the 'swept cut' feature that forms your helical grip.
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Step 5:
I've attached the model used in this tutorial in case it can be of help. I'm sure your bottle and grip will be much more beautiful than mine, this was just a quick demonstration of the features you'll need.