You could drill a few small holes in a pick and/or use some Gorilla Snot® as an alternative.
Gorilla Snot does not work for me at all. It is gets everything a mess and is annoying. If you have a nice pick, like a blue chip, quartz, or metal, why would you want to drill it? Even if it was a standard cello or acrylic pick, Monster Grips offer a much much better solution. The video kind of says it all.www.monstergrips.com
I found Gorilla Snot to be very messy. Drilling is not always an option, so I think that the video pitches it well. Monster Grips look like a sure win.