I prefer my hands clear of any wraps or gloves and find I have a better grip on my clients finger especially when pulling down the lateral folds without having to tighten my grip. The only time a file my index nail is if I get a bit carried away with the chatting and not concentrating on what I am doing.
Taking the time now to revisit the ergonomics of good filing techniques will pay you back ten fold in gloves, wraps, neck, shoulder and back pain.