Many guitarists, one of which I believe was Dimebag Darrel, add grip to their picks. I'm going to show the way to do this. It's so easy, a caveman could do it. If you're a beginner, this is a great trick. If you're a pro, it's still helpful. What more could you ask for?
Step 1: Tools
Any sharp utensil will do.
I'm using Dunlop ULTEX 1.14mm Sharps for the picks.
Step 2: Carve a Pattern
You'll want to apply enough pressure to scrape a line into the pick. Be careful with thin picks. The ones I use are very thick. For a thinner pick, I suggest carving one side. For thicker ones, carve both.
The goal is the carve the grip to your comfort. If it's too loose, add a couple lines.