I think I've seen pictures of Will Ray from the Hellcasters with a slide on several fingers that is sorta like what you are describing! I've seen it in GP Magazine ( I think) in an ad for G & L guitars. You might do a search for his website and see if there are any pictures there.

I have a rock slide and I like it. I prefer heavey dunlop glass and I have a moon slide which has lots of sustain. I have the jetslide and it sorta sucks and is a bit of a gimic. It was useful when I first started learning slide because the narrow brass bar was easy to line up on the frets. The only use I see for the jet slide is for guys who just add a little slide to songs.

Cheers