Here's what a 3rd baseman did with his glove. Hot shots to him always seem to find a place on his glove that stung like crazy. The bottom of the thumb muscle and the fleshy part of his index finger would swell up like a balloon when he caught one just right ... or wrong. So I watched him on a bus ride, take a stitching needle specifically designed to lace baseball gloves, and undo the laces on the thumb side and the bottom of the glove, insert two (2) thin sponges in the thumb section and the pocket section and up into the index finger of his glove. At first the ball kept on popping out, and that lead to difficulties when a frozen rope was rocketed his way and possession was awkward. But after pounding the glove and getting just the right indentation to grip the ball, his problem(s) were solved.
Now if you're not able to manage a glove stitching needle, ask someone who can. By the way, the two sponges that our third baseman used were about one eight of an inch thick each. So perhaps you'll have to experiment with what works best for you.
Also, there are products on the market that try and compensate for the problem that you're experiencing. I would suggest going to a local sporting goods shop and ask for such a product/accessory.