The first thing is to take the sharp edges off the glass. You can do a simple, light grind all the way around the piece. This removes the extra sharp edges that often remain after breaking the glass.
You can go a step further and do a light arris around the piece. This is just lightly holding the glass at about 45degrees to the grinding bit and going all the way around on all sides. This does not take off the shape of the piece, but gives a more rounded feel to the piece.
|Illustration of the effect of holding the glass at an angle to the grinding head - not so much needs to be taken away as in the illustration to get the effect|
It is not generally recommended that you wear gloves around rotating machinery. There is too much risk of injury, even on a small grinding machine. Some of the alternatives to gloves include plasters (band aids), masking tape, electrical tape.
Other purpose-made things you can buy include rubber finger protectors, finger tip pads, finger caps (as used in counting money).
Other tools are made to hold the glass such as the grinder cookie
and Nick's Grinder's Mate