You may use any thimble you are comfortable with, but I offer the following information to support my hand piecing method. Please use whatever works for you.
My favorite thimbles for hand piecing are the open ended or banded thimbles, because I hand piece by pushing the needle with the side of my finger, rather than the end. This is important to me since I have nails and do not like closed ended thimbles, plus I need a thimble that has the groves/dimples on the sides.
Following are some thimbles I have found will work on the side of my finger.
Open-ended Tailor’s Thimbles are my favorite. The best ones have deeper dents to catch the end of the needle very well. Several years ago I purchased a package that contained 3 sizes (large size #1, medium size #3, small size #5). I use the smallest one on my ring finger for hand sewing, though I could probably sew with the middle finger also. The largest one would probably work on my thumb for hand quilting. I keep them on a binder ring so I don’t lose them.