Rosin does work, as mentioned above. That glue called Gorilla Snot mentioned above or just contact cement works too, and a friend once picked up a flatpick after fiberglass-repairing a boat and didn't part with that pick for many hours. My own favorite is ElastoPlast bandages on thumb and forefinger (this for flatpick, but just thumb for thumbpick works too) and JUST before the first tune take them off. Reapply between sets. It also helped me to relax after fifty years of tensing up on the pick, and that improves control of the pick and hence the playing.
Carter B