Which one of the following is grammatically correct?

Option C is the correct answer.

Option A is incorrect because the phrase "in once" is not grammatically correct. The correct expression would be "at once" to mean immediately.

Option B is wrong due to the incorrect use of the article "a" before the word "anxious," which starts with a vowel sound—so it should be "an anxious hour."

Option D is a distorted version of the common idiom; the standard form is "A drowning man catches at a straw", not just "catches straw," which makes the sentence incomplete and incorrect.