Generally, thicker poles are better for the legs, thinner better for the hands (that's what she said). You might find that increasing up to the 45mm would make a different for your leg grip, and 50mm even more, but it may not be only the diameter that will help. I would suggest, before making the transition, playing around on a 45mm and seeing if you feel more secure with the diameter of it (rather than just the finish).
Personally, even though I started on a 50mm, I prefer the 45mm now that I am used to it as it is better on my hands. A 40mm is too small for my legs too, I can use it but certainly notice a big enough difference with layouts and superman and whatnot - but that is me, and I am probably a larger build than you considering you went for the 40mm in the first place.
In the studio I go to, we have one 40mm, about seven 45mm and seven 50mm - usually the only people using the 40mm for anything requiring major leg grippage are the incredibly small and petite girls.
Have you tried a little shaving cream on your legs? It will make you stick to anything - if that doens't work, then it might well be the diameter that is the bigger issue, as you need to squeeze much harder to make up for the difference.
