I just use a tissue, and my fingernail if I need to. Using my fingernail is kind of gross, to me, but it gets the job done. I thought about using something wet or slippery, but didn't really find it necessary. I prefer to catch them when their noses are warm and dry, instead of wet and cold.
What I can't grab with the tissue, I can get with my fingernail(s)l....but I DO have nails....just long enough to get the job done.