Instructor Christopher Schlegel provides a lesson about this:

https://www.guitartricks.com/lesson/13957

It's a good place to review the fundamentals of holding and using a pick correctly.

You could try an assortment of picks, all made to facilitate grip - textured picks, jumbo triangle pics, stick-on rubber or cork pick pads, etc. But it sounds like you've already done that with little improvement. I have the same problem and it's taken me a while to realize that specialized picks are not the answer, at least not for me. You need to train your brain to tell your fingers to maintain sufficient (but not too much) squeeze on whatever pick you are using. I take five to ten minutes every day and concentrate exclusively on my pick grip while playing memorized scales. I then do the same while strumming (doesn't even need to be a chord). I mix up my strumming - fast, slow, light, vigorous, and so on.

I don't know how much good would come from trying to strengthen the hand muscles involved in pick gripping, as one doesn't need a vice-like grip to hold a pick with enough force to keep it in place. I think most of my problem (and probably yours as well) is that I just slowly and unconsciously ease up too much on my grip and, as a result, the pick rotates out of alignment. On the bright side, I've become pretty adept at using my pick in almost any position.

Finally, I've achieved some improvement by holding the pick quite low, so that only a small portion of the tip sticks out toward the strings.

So far, it's taken a lot of time and effort for me to achieve modest gains, but it's slowly getting better.

Hopefully, others in here can share more effective techniques for setting you (or at least your pick) straight.

Sascha