another thing I do:

the metal picks used with banjos always seem sharp around the edges to me. No matter how I adjust them, the metal edges dig into my fingers

So what I did was dip the wraparound part of the pick in the stuff that's sold in hardware stores to put a plastic coating on tool handles. (You may already have a can of it in your shop.) It air cures pretty quickly, and it completely covers the sharp metal edges. Since those picks are bendable, you can easily reshape them to account for the added thickness.

It also seems to help the picks stay on.