Various methods of protection are used:
Altering the fingers used to press the glass to the grinding bit,
Gloves – but they have to very tight fitting to avoid getting caught in the spinning bit.
The sore fingers are usually caused by tiny cuts from the glass. So, all these methods are ways of putting something between the glass edges and your fingers. More importantly, you need to think about your practice if you are getting sore fingers while grinding.
The first thing is just to lightly grind all the way around the piece first. This can be quick, and should use minimum pressure. This will remove any sharp edges.
If you have to press hard to achieve the effect you want, it may be that your grinder bit is badly worn. It may also be that you need to have a coarser bit to achieve the amount of grinding that you need.
You should not be pressing hard in any case. This will wear out bearings on the motor and reduce the life of the bit. You should use medium pressure and allow the diamonds on the grinding bit to do the work. Fine work requires a fine grit, removing a lot of glass requires a coarse bit, not more pressure.
If you have to remove large amounts of glass, you need to review the accuracy of your cutting. You should not be relying on the grinder to do more than tidy your cuts.
There are several remedies to relieve the soreness:
Cucumber melon antibacterial hand lotion
Tea tree oil