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The thing I noticed with most picks that offer more grip is that this doesn't last too long and I want to throw away a pick after one week. Maybe you should try working more on your technique. You probably pick too hard or harder than you need to. Why don't you record a short video of that happening so we can see better what's going on?
I remember I used to have this problem for quite some time. Still do sometimes . I don't remember exactly how I solved it, but gator grip didn't really help that much if I remember correctly. I was careful to maintain my grip on the pick so as to make sure it doesn't slip.
It happens to the best of us really. After a while you get a skill of putting it back in it's original position swiftly. I tend to use the same pick for a long time and never really have conscious problems with this. When it happens I just automatically switch it back.
When this happens, it's more so how you are holding the pick and how you are attacking the string and not the pick itself. Could you upload a photo of how you hold the pick?