How good are those thumb slugs you buy, which are already oval? Im thinking about trying something new with my grip. I have a very oval thumb, its 1" wide, and less than 4/5" "high".
Im always telling my proshop to drill a smaller thumb hole, so that i can use sandpaper and take it out so my thumb fits. A round hole with tape is out of the question since i would have to fill it with 8-10 tapes to make it oval enough.
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Oval thumb inserts may help. For my thumb, it is oval by the lower joint, but large and round at the upper joint. I ended up drilling a round hole in a 1 3/8 slug, putting tape in at the bottom to oval the hole, beveling the upper portion, then making a thumb mold from that.

Custom thumb molds are the best for me.  I have the same exact fit on each and every bowling ball I own!  Getting the custom thumb mold is one of the best investments i've made in this sport.