What I did on my Kobo Clara HD is to add a skin decal. It said 'carbon fiber' on the website, but it ended up being a carbon fiber designed matte skin instead of a textured one. Either way, it does help with gripping the ereader. My habits are the same as yours - no case when reading/using, sleeve for storing.
There are also tablet/phone 'straps' that you can put on the corners of the device to slide your hand into. The straps are textured so it helps with grip even if you don't slide your hand in.
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