I´ve only seen "Peter Ratzenbeck[Mr. Fingerpicking, Austrian] putting some, how should i say "mini picks" on all his fingers while playing on his nylon string guitar, but i think this wasn´t thought as a protection, but as getting more pressure while playing.

By the way check out Peter Ratzenbeck´s songs on http://www.peter-ratzenbeck.at - They´re really good, especially download the guitar-pro file for "Brandenberg Rag",really cool melody, but much too hard for my fingerpicking...