Part time pick player here. I used to busk with a buddy of mine and needed picks to get any volume out of the acoustic bass I was using. I am mostly a fingers player, but agree that it gets hard to move your hand and fingers when it gets freezing out. So here is my takes on various picks I've tried...
Celluloid: Can be a good option as there are plenty of thicknesses available and if you also play guitar than you have a familiar feeling when using it. But clanky. I Personally hate that clanky sound, but hey, everybody likes something different.
Wood:. Takes away like 75% of the clank. Feels very different than traditional picks, has no give, but some people like that. I didn't like the way they felt, but sounded okay and they look nice. One advantage is that on top of being much mellower than a hard plastic pick, it is very fast. Much faster than playing with a felt pick.
Rubber: absolutely hate. It feels wrong. Zero clank though. And does NOT move nicely on the strings. It is a very slow pick to play with and not something I would ever use. But they do take away the clank and would probably be warmer when it is cold out. <-- my least favorite.
Felt: I've tried two kinds. One kind that was thinner and a little harder, with one side fuzzier than the other, and I can't say I much cared for it -sound OR feel- and they didn't seem to last very long at all before the fuzz fell right off.
The other, which is the one I use should I need a pick, is 3mm, all wool, and it is super comfortable to hold, stiff enough to use and sounds the closest to fingers. It removes, I would say, about 97% of the clank you would get from a pick. <--my pick, for a pick on bass.