Do I roll sushi with or without gloves?
As the comments already cover, thou shalt not trifle with the sanitation department rules if you want to stay in the business.

You might try tighter gloves or gloves of different (but still acceptable to the sanitation department) plastics/rubbers, or with different surface textures. Many "food service gloves" seem to the purchased on the one size fits none plan. Wiping your gloved hands frequently with a clean damp cloth may help, or rinsing them frequently under the sink.