A lot of us use fingerless gloves, that way you can pull with your palm and avoid wear and tear on your fingers.
I've been using these:
Buy M-Pact® Fingerless Covert at Mechanix US.
www.mechanix.com
The impact protection rubber holds the light pretty well most times.
I recently picked up a set of these:
Buy Leather M-Pact® Fingerless Framer at Mechanix US.
www.mechanix.com
Going to give them a try for the first time this weekend. And since they aren't scuba specific they are actually pretty reasonable, I wait for sales and get them for about $20 a pair.