Interesting topic. I had this problem when I was using sock skewers (DPNs). I put a bandaid on my finger, hated having it there, and it's best purpose was to teach me not to do that anymore. I still sometimes slip up and poke myself. Sock skewers draw blood and I don't want to ruin my yarn so I really try not to do it even with larger needles. Learning a new habit is better than patching up my fingers.
This is the last time I'm frogging this project for the last time.