Bjerregaard started the final round just one stroke behind Grace, but had slipped three back by the time they reached the seventh after a bogey on the first and a birdie on the sixth, to which the South African replied with birdies on the second and fourth holes.
Bjerregaard sent his tee-shot way left into thick grass and, although he didn’t seem to catch his chip fat or anything, the ball just kept rolling on the hard and fast greens, past the hole and down the shaved bank into the water.
The resulting triple-bogey sent the Dane tumbling to 12-under and bemoaning his bad luck.
Willett bogeyed the seventh, his second dropped shot after a six on the par-five second, but he was soon sporting a cheesy grin again as he grabbed back-to-back birdies around the turn to close to within two shots of Grace.
Last week’s Sun City champion produced some top-class iron play and set up the fascinating prospect of a thrilling back-nine duel with Grace for the title.
Grace also dropped a shot on the seventh after also missing the green left but he saved par on the par-three fifth with a fine up-and-down from the bunker.
Fellow South African Louis Oosthuizen was mounting a late mini-charge as he birdied the 10th and 11th holes, having also picked up a shot on the seventh, to go to 12-under-par, in third place but five behind Grace.
The rest of the field is spread out far below Grace, with Francesco Molinari three over for the day and seven behind, Andrew Johnston two-over in the final round and the unfortunate Bjerregaard four-over-par at the turn.