Glad to hear so many people like ThimbleLady plastic thimbles. I was debating whether to get one of those now or to save up until I could afford her stainless steel thimble. I'll definitely be ordering a plastic one!
Here's a video of Liuxin "Thimble Lady" Newman showing her special hand quilting technique:
https://www.youtube.com/watch?v=Zej-2uIyLY0
She gets 14 stitches per inch (omg!), but breaks all the rules for hand quilting. She uses a milliner's needle, puts in quite a bit of slack in her quilting hoop & has her own brand of thimbles with extra deep dimples. She also has her own line of thread, plus uses YLI silk threads for her hand quilting. Her website has all sorts of products & helpful tips.
You might try playing with different needles & different thread. I haven't tried ThimbleLady's milliner needles yet because I'm super happy with John James' Gold'n'Glide milliner needles (they're Teflon coated & slide through fabric really easily) and his size 10 quilting needles. I don't have to use tweezers anymore to pull my needles through the fabric. I use Aurifil thread with beeswax (Thread Heaven would be better) because it's only a 2-ply cotton so it's not as thick. Others prefer silk or monofilament threads. I would play around with the thread & also try a whole bunch of different types of needles.
I struggled a lot with hand quilting when I first started. All I could do was go straight down through all 3 layers & then come straight back up through all 3. Now I can easily load 1-2 consistent stitches on at a time by following ThimbleLady's instructions about making the hill with my thumbnail. She can load 4 at a time, but I figure she's had a whole lot more practice than me. Hang in there, you will keep getting better the more time you put into it, and at the end of the day you will have the most beautiful quilt to enjoy.