Yes, I have the same problem, especially since I use my pinky. I finally found a Dunlop slide that I like pretty much which is the heavy wall, short, small size.
I had the same problem... got one of these with 18mm diameter...lovely sound, but had to stuff a bit of foam down it as still too large : -/ http://www.diamondbottlenecks.com/DB08/index.asp?n=26
Next I got a MojoBone Works one from Randy Bretz (he's here on the Nation)....he will custom make them however you want (out of beef bone)...great sound and it fits!!!...it has now become my favourite slide : -) ( I have some videos on with me using it if you want to see how it looks and sounds)
Welcome Louise the Women's Group. I am glad you joined this site. It is a great place, and great Ladies.
If you need advice, there are plenty here that will help you in any way. Many times, they have helped me.
Take a photo of your new CBG. We would like to see it. Have fun. Pretty jewelry.
Yes, Welcome Louise! I also have the same problem with slides and I've got the Dunlop that Skeesix recommended and it works great. I also picked up some smaller and shorter brass pipes/fittings that work really well and you can find them small enough to fit your pinky. My local hardware store carries the small ones and it's quite possible that they can also be found at Lowes and Home Depot (but I try to go with the local folks whenever possible). Hope you find something suitable, or you could pack the larger ones with some cotton or tissue to get a snug fit in the meantime.... Again, welcome tot he group!