I´ve had the same problem for years but solved it about six months ago simply by drilling a large (8-10 mm) hole in middle of the area where the fingers meet the pick.
This works for me ´cause the edges of the hole kind of grabs the skin of the fingers. As a result the pick stays in a comfortable position without excessive finger pressure trying to squeeze to hard on the pick.
BTW I don´t even bother to smooth the the edges of the drilled hole – it works even better that way.
Happy strummings,
A-J