It's called 'checkering' and would be just like a 'nail file' surface. It could easily have a border around it, and since brass is soft, anybody with checkering files could easily do it in an hour at most. I would recommend 30 lines-per-inch or at least 20. Another method is called 'stippling', and anyone can do that with the right tool. It is simply using a sharp punch to put hundreds of 'pricks' (no kidding) into the surface with no pattern. These can be rather sharp-edged, so an alternative is to use a spring-loaded center punch to do the same but with small dents. I think the checkering would be best, but the person doing it would have to be mindful of keeping the sharpness to a mimimum and basically just score the 'cross-hatch' pattern without leaving the pointed 'diamonds' of checkering such as would be found on a wood stock or grip. If you wanted to be extremely cool, you could put an inlay of shell (so-called 'mother of pearl') to cover the key. If this turned out to be too smooth, you could very lightly sand it with wet and dry #600-grit to get more 'bite' with a wet finger.
How about just cutting a thin clear mouthpiece tooth patch to fit? Something like a Runyon or Vandoren patch should give you the grip you're looking for. It will work for as long as you want it to, but won't make a permanent change to the existing metal.
Have you considered moving your "pinky" in the direction the key wants to travel. Without any sideways pressure, finger along the key surface, the finger will not slide off.
It is silver plated and I did polish all the keys with silver polish. I think it has to do with the way I'm used to pressing that key at an angle. Also it is a small key compared to my later Conns.
