I carry a jar lid gripper around in my kit which has always done the trick for me when I need a little extra, well, grip.

The other 'trick' that I have learned over the years is that most people's default reaction to a stuck filter is to get a really good grip on the filter and just try to torque it off. The problem with this approach is that the filter glass is rarely a snug fit inside the metal filter rim. Because of this, gripping the filter firmly often results in the metal filter rim flexing ever-so slightly... Which binds it to the lens even more tightly. With such tiny threads a flexed filter might as well have lock-tite in there!

So it seems paradoxical, but often I've found that by loosening my grip and very gently turning the filter mostly using pressure on the top of the filter, rather than on the sides (which can cause it to flex) I can get it to turn.