I use a leather thimble similar to the one pictured but mine has a metal circle where my finger pad is so that the needle does not poke through the leather and into my finger. I have used it for many years. It is a bit costly but a coupon at JAF helps...(around $13.).
My fingers are too fat and chubby for the plastic thimbles...I have tried most of them.
Love the leather one with the metal circle.