I use the round Ultimate Thumb Inserts from Vise.  I went to them when I changed ball drillers, since nobody around here has a mill to oval the slugs.  For me, the vinyls work well;  it seems to be easier to change the texture of a vinyl insert than it was for me to do the same to a urethane slug.

Hope this helps.

these thumb inserts are great.  they are made for flatter thumbs.  smooth as can be.  not the same as the finger inserts.  they are harder.