Between grip sizes?

Personally I really like the shape of the classic Wilson pallets, however I (currently?) seem to fall right between sizes 2 and 3 (4 1/4 and 4 3/8).

2 options: 1) make the thicker one thinner, or 2) make the thinner one thicker.

Assuming one uses overgrips, the easiest thing is to apply them with different pull and overlap, and try different kinds brands and models there (e.g. different thickness and/or material that would stretch more or less). Obviously that again can affect the overall feel and, well, grip.

Additional options for sizing down: 

* Use a thinner replacement grip (note that leather comes in different thicknesses too). 
* Try to rewrap the existing base grip while pulling it more tightly 
* Rewrap the base it with less overlap, without introducing grooves.

The Babolat Skin feel has worked great for me in the past. Note that it's quite light, so if you replace a leather grip as I have on my RF 97, you will drop ~10 grams. This also alters balance quite a bit and does have a impact on plow through and stability.
With a thinner grip, you'll have a more direct feel, but also less dampening / comfort.

For sizing up: 

* As a quick fix, you can add an extra overgrip. If 2 of the one you're using is too much, maybe something thin like the Wilson Sensation in the middle.
* Use a thicker base grip.
* For a more permanent solution, you can also apply a heat shrink sleeve. They come in 2 sizes, to go up 1/2 or a full grip size. Note that in both cases you'll lose the edginess of the bevels a bit.

Note that you also have the option to replace the butt cap. For example, Wilson had equipped their white SixOne 95 BLX (parallel drilling) with a thicker, rounder butt cap. Well-intentioned I'm sure, but it kept me from getting the racquet around as a sized it up. So I went back to the classic edgy shape. 

Before messing around too much, maybe take a step back and see if other pallets (Babolat, Prince, Yonex, etc) suit you better, and a stock grip size works there. You can even use customization shops to put say a Wilson pallet on a Head racquet.

And/or see if you're "gripping" (in terms of holding) the racquet in the optimal-for-you way in the first place. Depending on where in the hand you make contact and if you change that, you may like different grip shapes and sizes. In other words, maybe your current discomfort is due to user error :)

Good gripping!