How to only rotate the grid lines, not also the frame?

basemap — GMT 6.6.0 documentation says

If you need to plot a map but have it rotated about a vertical axis then use the -p option.

That’s great. But what if one wants only the grid lines rotated? Just
like the image on the right on ?

Sure, says

-Rxlleft/ylleft/xuright/yuright+r. This form is useful for map projections that are oblique, making meridians and parallels poor choices for map boundaries. Here, we instead specify the lower left corner and upper right corner geographic coordinates, followed by the modifier +r. This form guarantees a rectangular map even though lines of equal longitude and latitude are not straight lines.

Yes, that is for geographic coordinates, but how about for arbitrary X,
Y data? I suppose I must use gmt basemap -Bg and then gmt clip to
somehow clip the rotated grid lines into a non-rotated rectangle, like the right side image mentioned above?

Seems I might end up needing to scale my arbitrary X,Y data to fit into
a fake oblique geographical projection, all say within one degree of its
origin so any curving of the grid lines wouldn’t be noticeable.

There is basemap +o. Alas,

And OK, one can use basemap +o to rotate the grid lines. But alas there is no mechanism to label those rotated +o grid lines where they hit the frame.