I didn't know you could quilt *without* a thimble, lol! Sounds painful...
I always used to use a metal thimble. I dampen my finger and it stays on fine. However, I hadn't quilted anything for literally years until last week and, when I used the metal thimble, it was too small! I don't know what happened... I can't imagine my finger grew, lol! Anyway, it was rubbing on my joint because it was too tight so I decided to try a leather one. It took a little getting used to but it seems to be working for me now. The problem now though is that pieces of elastic are coming out of the stretchy part that holds it on my finger, also the leather on the end seems to be wearing through very quickly- at this rate, I doubt it will hold up long enough for me to quilt this whole quilt!
Unrelated maybe- what is a finger cot??