I've tried something similar, the Fred Kelly Bumblebee thumbpicks.
They're fun, but didn't work for me: I have fairly big thumbs, and they wouldn't fit me comfortably. The thumb clips come in regular and large size, and the picks come in light, medium, heavy and extra heavy. And because the thumbclip is not symmetrical, they even do a lefty version (which I have). I ordered one of each gauge in the large size, but they're not for me. They also required me to change my pick technique (I like a pick that slightly bends along when I hit the strings, the thumbpick forced me to adjust my angle of attack in both up- and downstrokes).
My favourite pick for bass is the Dunlop Nylon series, in 0.88 mm and 1 mm. They're not too hard and rigid, still have some flex to them, and they offer excellent grip.