If you can bend your thumd, then the hole is too big. You need to either make it smaller with tape or with some other manner if your thumb gets smaller towards the end. Maybe you need a shaped thumb hole that gets smaller towards the tip.
In any case,whether it's tape or a shaped or beveled thumb hole, you shoudl not be able to bend your thumb.
Plus there's the mental aspect: why are you trying to bend your thumb?
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And, make no mistake, consciously, unconsciously or subconsciously, you ARE trying to bend your thumb, because you feel like the ball is falling off.
You need the right sized thumb hole for your thumb and/or more hand/thumb strength.
You NEED to feel comfortable, like the ball is not falling off unless you allow it to fall off your thumb
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"None are so blind as those who will not see."