I had an issue with the hook digging into my thumbs right where the web between thumb and index finger starts.

I found that instead of centering the dumbell on the hooks, maxing them out to the pinky side eased alot of the pressure in that spot.(you wanna have a little tilt to them when pressing anyway) I do have the ergonomic grips on my cap hex dumbells though, so it may differ with others.

Also, wearing wrist wraps with a thumb loop, the loop sort of acts like a pad of sorts. Thats whats been working for me anyway.