My order of Wedgie (.40 and .50) and Dunlop (.38 and .46) extra light nylon picks came in, and I have these observations...
I'm looking for the ideal all purpose pick that I can use for both strumming chords and soloing. For the last year or two I've been using a .53 Snarling Dog Brain pick. Of all the picks I've tried, this one has been my favorite, but I still have pick turn issues with it while strumming full chords for the duration of a full song. I should mention that one main reason I don't strum well is because I just haven't done that much of it over my guitar playing carrier. I'm quite comfortable playing small chords or single note soloing (at least as far as pick control goes).
The Brain pick is a good quality nylon pick, combining a significantly grippy texture with smooth, well finished edges. .53 is the thinnest pick they offer. They're not terribly expensive, a dozen picks is around $12.
So the .53 Brain pick is what I'm comparing to.
The Dunlop .38 is insanely flimsy. It does totally cure my pick turning issues while strumming. However, it's *very* noisy flapping across the strings. Also, the extreme flexibility is seriously detrimental to single note playing. I don't consider this pick usable.
Interesting to note that the Dunlop .38 is significantly more flimsy feeling than the .40 Wedgie, even though they are only .02 apart.
The Dunlop .46 and the Wedgie .40 actually feel nearly identical in flex. The Wedgie picks have a bit of a concave shape where the thumb goes, and the texture is a bit more grippy than the Dunlop, which just has some raised lettering on it. Despite the differences in shape and texture, I don't notice much difference in feel between these two picks.
I can just start to notice some minor pick turning issues creeping in at this thickness, but it's much less bothersome than with the .53 Brain pick. They are somewhat less noisy when strummed than the thinnest pick, but still noticeably noisy compared to the Brain pick. I am comfortable playing solos using picks of this thickness.
I chose nylon because I read somewhere that material is quiet. But that doesn't seem to be the case with these really thin picks.
So in summary, I've determined that going to a thinner pick does help with my control issues. This kinda supports my recent speculation that I'm just hitting the strings too hard, letting the pick dig into the strings too deeply, and/or not rotating my hand enough for the upstroke.
The Dunlop .38 is just too flimsy, too noisy, and unusable for soloing.
The Dunlop .46 (or Wedgie .40) seems like a good compromise for me to move to right now, although I'd bet most folks would tend to find this thickness also way too thin for multi-purpose use. What I'm hoping is that by going to a thinner pick, I'll be able to have less of a fight with pick control, which may allow me to relax a bit, gradually improve my technique, and eventually be able to handle thicker picks more comfortably.
Anyway, I use an old soldering iron to melt some small, irregular grooves in my picks. It seems to work for me. 
