I am finding it far too easy to accidentally call someone from my iPhone 4 when doing something, such as editing, in Contacts. I'd like to be able to add a confirm step but that does not seem to be an option. Is it?
Occasionally I press the number when I don't actually mean to call someone, but I don't find it any more or less sensitive than any other aspect of the touch interface...
Not really. When you're in edit mode, touching a phone number will not call it. Now, if you're just browsing, touching a number will call it - but that's what it's supposed to do. That said, you do have a few seconds to hit the big red "End " button. I guess that's your desired confirmation step.