I don't have a strap and I'm picking with good ol' Abe Lincoln, who flew from my hands on one particularly heavy session.
-Pennies make awful picks. I would suggest taking one of those plastic squares they put on bread bags to keep them sealed and use that. They're the best. When you do get a pick, I love the ones with the grip on them. I use snarling dog mediums.
All about pushing through the initial pain and developing strumming with the hand and fingerpicking in my opinion. I find it offers a lot more dynamic control and options in terms of sound. I also think it sounds better and, for me, offers a better sense of being connected to the instrument. I can't remember the last time I used a pick.
They both have their place, for sure. I use both approaches for different outcomes.