I couldn't hold onto picks. I was told I was holding it wrong, but holding it "right" just didn't work for me. I tried all sorts of solutions until I found the Mojo Grip. It's a rubber grip that the classic shape pick of your choice slides into. It adds thickness, grittiness, and you can use the pick of your choice.
For $3 your problems could be solved:
https://www.pickworld.com/mojogrips