I've been gluing rubber grip tape to my picks for years. I find cyanoacrylate (super glue) reacts somehow with the rubber and makes it less grippy. Contact cement works great.
That said, the grippiest pick I've ever found is from GuitarMoose.com. They're amazing, with the added benefit of wonderful customer service. I prefer the stickygrip picks to the foam, but if you're having trouble closing your hand completely, the foam might work well for you. I'd try one of each.
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