I think I tried most every kind of thumb pick out there, and for a long time they were kind of frustrating. The Blue Herco blades feel right on the string, but they really do feel too loose on my thumb - for me, anyway. I started on Large 'vintage' Nationals (forget about the new Nationals, they're nothing like the old ones), and a bunch of similar ones, including the large Golden Gates. The blades just feel gigantic to me on the narrow spacing of a pedal steel. The white vintage Nationals and white Dunlop or John Pearse, all in medium, work pretty well, but pretty much cut the circulation off to my thumb. I can get away with about 15-20 minutes before my thumb is turning dark blue.
Then Mike Sweeney showed me the Delrin Fred Kelly Regulars - I think they only come in 'Heavy'. I already used Delrin Fred Kelly Slick Picks and Speed Picks (light or medium) for banjo and slide guitar, but I was unfamiliar with the regulars. Voila, that was it for me. To me, the blade feels great on the string and they stay glued to my thumb without choking it. Delrin for me, I find polycarbonate too brittle, to my tastes. I'm sure I'd break the polycarbonate anyway. The Delrins stay smooth and I can't recall ever breaking one of them in the last 8 years I've been using them.
They're sold in a bunch of places like Musicians Friend, Elderly, and so on. Or the Fred Kelly website -
http://fredkellypicks.com/product/delrin-regular/ - you can also see info there on the Slick Picks, which are also pretty good for steel if I don't dig in too much.