Hi Z-
Just to add to Jeff's helpful advice and comments.
How my picking has developed over the past almost three years and my thoughts. I play both acoustic and electric.
I'd never choose to use a Delrin pick (Ernie Ball Everlast) in any gauge [u]for strumming[/u]. Yes, I've tried and used Delrin (Dunlop Tortex). Appreciating OMMV, I detest them. Very hard attack (little elasticity compared with either celluloid or nylon) regardless of gauge, and arguably IMV, the smooth surfaced ones are one of the most difficult (low friction) materials to maintain a consistent grip on not rendered easier in thinner gauges. e.g. .38 or .48.
For [u]acoustic[/u] [u]strumming only[/u] my choice is invariably a lighter gauge Dunlop nylon, .38, .46 or even .60, gauge dependent upon the tone I'm seeking or if there are any single note melody lines to be picked where I might move up to as heavy as a .71 or.88. I tend to use a pick on acoustic 90% of the time even when arpeggiating. I'm not accomplished at nor focussed upon fingerstyle. In Dunlop nylons there are a range of alternatives using the same compound nylon including an extra-serrated pattern Maxi-Grip.
[br]For electric, with Rock as my genre focus, coincident with Jeff, my preference and technique has developed so my current hands down favourite and go-to is the Dunlop Jazz III and has been some time. I like everything about it. Size, shape, point, edge taper, grip, gauge. I use the trad red ver. I find it versatile enough in attack for rhythm and perfect for lead licks. I can comfortably alternate and adapt to a regular size pick, although it does feel large in comparison. When I'm playing just rhythm, I'll sometimes choose either a regular Dunlop nylon or a Celluloid in a lighter gauge.
Here are a couple of things to think about ref your own pick control issues. My hands and fingers perspire, so if any one was going to lose a pick or should lose control of the pick it'd be me. I use two fingers and don't hold my picks in a death grip, which I think is important in controlling attack. I've noted I use more tip protruding with nylon e.g. 38, 46, .60, etc for acoustic strumming, less tip protruding for electric or single note picking. I don't use any special version serrated grip picks. Maxi-Grip etc. I avoid using Tortex Delrin even though I have them here. To reiterate, they're not for me.
Other than that if you've only been playing guitar since around your indicated join date, perhaps consider that it's just down to time, exposure and technique as I perceive from my experience so far. Possibly focussing too much on it right now? Maybe try to relax that? I don't have any internal tension with operation of my right arm/hand, situational awareness and rythmic application coming naturally for me for the most part, except of course when learning a complex alternating strumming pattern for a particular song which requires initial focus. I won't say never, but very seldom do I drop my pick from my grasp when playing.
All the best with it.