Some players drill multiple holes.
I use a self-stick, fold-over pick grip made of what appears to be rough emory paper (like you can find in the plumber's section of a hardware store, for roughing copper pipe). See the red pick, below. These are sandpaper circles; you can use them flat, or fold them around the back edge of your pick. I think they are sold in Guitar Center in a little bag.
A problem with any grip like sandpaper, is that it IS sandpaper, and can scratch finishes.
