I realize I'm answering an old question, but doing so for future reference. Please don't take sandpaper to your instrument! You can experiment with adding things as long as you're sure they can be removed again without damage. (Teachers often use "corn cushions" like these to mark the spot on the neck where the thumb should go, but this is less about making the grip easier and more about providing a tactile reminder.)
Your problem is that the job of holding up the violin is shared by four points on your body (for modern practice). Your chin, in the chinrest, and your shoulder under the shoulder rest (or, if you don't use a shoulder rest, your collarbone under the rib of the instrument) do some of the holding-up. With a good setup (especially with a shoulder rest), you should be able to hold the violin under your chin for at least a few seconds without using your hand at all! If you can't, you might want to experiment with where the violin is positioned on your neck, and try out different models of chinrest and shoulder rest for a firm, comfortable grip. Fortunately, the left hand does share the job with the chin/shoulder, or else your neck would get stiff quickly (in fact, it's a good idea to minimize how much work your chin/shoulder/neck are doing and keep them relaxed).
There are two points that your left hand should touch the neck of the violin: the ball of your thumb, and the base of your first (index) finger. There may be different schools of thought on the positioning of your finger, but mine is this: Feel the side of your first finger. You can feel the "bumps" of the knuckles. Starting from the tip, there's one knuckle, then another... and the third knuckle is at the base of your finger, at the edge of your palm. This is the fourth contact point, so that the violin neck is held in the "V" between your thumb and this "bump," with the entirety of your finger sticking up above the fingerboard, free to wiggle around wherever it needs to. This picture shows it well.
You may have encountered some material advising you to keep that knuckle out, away from the neck. This can be useful for a relaxed vibrato technique, but cross that bridge a few months or years from now. This is how I teach beginners to hold the instrument, and I keep my knuckle in contact with the neck unless using a very wide vibrato.
Yes, as you move your fingers from one note to the other, it can be challenging to keep holding the violin between that "V" of the ball of your thumb and your first knuckle, but as you get used to it it will seem less slippery. Just think; for several centuries your chin wasn't even helping out! There was no chinrest until late 19th century, and shoulder rests weren't common until rather late 20th, so when I play "baroque style" I keep my chin entirely off the instrument. Then it's just up to those two left-hand points, plus the friction of the side of the instrument against my neck, but it's still possible.