How to make pick which is like a part of one's thumb is one of the most common questions! It's right after the old "to pick or to fingerpick" question. I really believe that there will someday be the perfect pick for all--till then, we'll just have to make do with the picks that do ok for some. There are a multiude of thumbpicks, some of us have thumbs which just don't take to any we've found "yet".
    I've been playing & teaching guitar for longer than I care to tell. I teach the various picking styles, depending upon how the student seems to "take" to one or another. I, however, am a "Fangerpicker" although I can use the flatpick. The feller from Kentucky who first showed the little 14 yr old me some picking used his fingers when we were jammin, having fun, & generally playing. When he was seriously playing rock & roll, he used a flatpick for strumming & lead. His fingers were actually faster without a pick as that is how he grew up playing.
    Later, I realized that my "style" seemed to be playing more arpeggio-like accompaniment & rhythm guitar & quit worrying about whether to pick or to pluck. I usually start students with the fingers, but teach students BOTH, & that way, they can choose their own style. I can tell you that students who are able to use their fingers can normally adapt quite easily to using a flatpick or thumbpick--but it doesn't work as well the other way around.
    Crazy, thing is--when I play autoharp, I use picks on all 5 digits!   Go figure.         
         Just keep on pickin' OR fangerpickn'!
                   Kaleea