I too was NEVER able to keep a thimble on my finger, they were uncomfortable and generally way too big. When I started doing hand applique about 1 1/2 yrs ago I had to find something that worked. I FOUND IT!! Clover makes a metal flat tipped thimble with soft vinyl top that forms somewhat to your finger. I do hand work when my DH &
I travel and I have started eating in restaurants and look and I still have the thimble on--it is that comfortable!
I have tried a leather thimble but my dog ate it! lol
I also collect old thimbles which are such fun as some are so ornate, different metals and I even have one with a thread cutter on the side. My oldest is probably a political thimble with Coolidge/Dawes on it!
Good luck finding one that will work for you. Sue