Yes they make special ones, but standard shape/size ones are more common, and these work great!
This idea may be from a Japanese show called "Urawaza", lifehacker and gizmodo had a youtube link but its gone!.
Step 1: There Is Really Only 2 Steps for This Mod, Cut It, and Put It On.
You can cut the band-aid in the wrapper or out of it. probably cleaner/safer to do it in the wrapper.
Cut to the pad on both wings of the band aid, like the first photo(im flexing it to show the cuts)
Step 2: Apply!
In this case i place the finger with the wound centered on the pad, wrap 2 legs around the finger.
then fold the pad down and wrap the other 2 legs back around to make a nice little cup of bandaid.
when using them on a finger or Knuckle its handy to weave the legs, wrap one a then do the one on the opposite corner, and then the other two.
for as little flesh as is wrapped it stays on well, and protects my cut from bumps.