They are the same - 'Don't be stupid!' or 'Get control of yourself'. The 2nd ('Get a grip') is even more idiomatic and even more casual. The 2nd can be more critical or insulting than the first if you are saying it to someone who is not very close to you.

They mean the same thing as in - "control yourself"! Get a hold of yourself is more formal language. Get a grip is more casual , and it is an idiomatic expression.

They generally mean the same thing, just said in different ways. Note that these phrases would be considered fairly dramatic and would not be used in normal polite conversation. They could also be considered insulting depending on the context.