I have used finger cots for years. I use one on my thimble finger to keep the thimble from slipping off - my fingers are so small, that the smallest thimble is still too big. I even use masking tape to tape it on sometimes.
I also use the cot on my index finger to help pull the thread through the quilt - no blisters, and the thread doesn't slip.
And You can use them on your fingers when you FMQ if you can't find you FMQ gloves.