I have the same set up as you. I'm probably gonna order a skin soon, for the back of the iPad, (and for the Magic Keyboard). I just can't do the naked iPad thing either, especially at this size. If I'm spending more time worrying about dropping this 12.9 inch bar of soap than actually enjoying it, that's a problem.
But! Recently I emailed Dbrand, asking them what the "grippiest" of their skins would be. this was their answer.
"Matte Black has more grip compared to True Color Red. Concrete, Carbon Fiber, and Dragon materials are known to be the "grippiest" across all materials."
That's that, I supposed. Once I order my skins, it'll probably be a few weeks before I get it, because I upload my own custom artwork for the front of the case (usually drawings of wiener dogs or chihuahuas set against a solid color). And on the back, I put my name, phone number, and email, just in case it's lost and the person who finds it has a good heart.
So, until then, what I did was buy a $18 smart folio knock off from Amazon. If I'm going to be using the iPad as a tablet, I just pull it off the magic keyboard and plop it on the folio. I much prefer this to naked; I've always really liked — since the original iPad with its folio case — the way the front of the case/smart cover/folio wraps around the back and allow me to put my index finger between the the front and back of the case, and my other fingers behind both. This, to me, is ideal iPad holding, lol.
Interestingly, the iPad Pro in a smart folio WILL stick to a magic keyboard. Of course, the front will flop down, preventing you from typing, and you wouldn't be able to type in the first place, because the the smart connector is blocked.
Some of the information in this post was on point and helpful, some was not. Hope you find something of worth from it.