Tails are one solution to the stability problem; other solutions exist in nature. Bats have more mobility in their wings due to the wings being stretched between their "fingers" instead of attached to their arms, giving them their characteristic erratic flight pattern which is actually more agile than birds. Insects often have an extra pair of wings, or in the case of flies, specialized stabilizing organs where their back wings used to be. Bees beat their wings in a figure-eight pattern that effectively lets them "flap" twice for every wingbeat, once in the front and once in the back, letting them fly effectively and even hover despite their small wingspan-to-body-size ratio.
Gryphons are typically depicted with bird wings, so my guess is that they wouldn't be quite as agile in the air as birds without a feathered tail, but on the other hand they probably don't need to be. My guess is that a realistic gryphon would stalk its prey like any large cat, then pounce and use its wings to gain extra speed and mobility during said pounce. A large (lion-sized) gryphon wouldn't be able to achieve true flight anyway due to the square-cube law.
A small gryphon, the size of a housecat, might be able to fly. If you give it bat-like wings instead of bird-like ones it may be more agile in the air and won't need a tail for steering.
Also worth noting that the cat's tail is already pretty good at mid-air stabilizing; that's what it's for. It uses its long length to counterbalance the cat's motion in the air instead of aerodynamic properties, but it could be used to steer during a jump.