I got some of the finger cots, or finger gloves, from Dick Blick. I can really recommend them for protection of the fingertips when blending on sanded papers. You don't loose much of the 'feel', as the latex is so thin. It is nearly as good as blending with bare fingers, and no danger of getting blood or soreness. (Note, they are made of latex, so if you're allergic...)
Also, as far as I could see, they didn't shed any particles, and after some vigorous rubbing into Colorfix, they felt like they could've been used for many more paintings, but of course they were covered with dust. I guess you can wash them too.
As long as one is not overly sensitive to how these finger-gloves look (it is quite obvious where they got the idea for them)... It is just one finger, rolled up, and you sort of un-roll it onto your finger. It stays put, too, doesn't slip or roll back together, and you can decide how far up your finger you want it unrolled.
Medium size was fine for my fingers, but not for the thumb (too small), but I have sort of large-ish hands for a woman.
Oh, I did not keep them on for a whole painting, as they don't allow the fingers to breethe.
In short, to me they were the optimal blending tool, as it was my favourite finger-- but well protected.