I have an Acavallo gel out seat saver which is very comfy and does give you good grip. It does fill with water when it rains but I suppose a sheepskin one would be pretty soggy to sit on too.
OP I have tried the Le muiex sheepskin and found it annoying and not a great fit tbh. I have an acavallo gel out one now and love it. I use it on my jumping saddle which is a flatter seat, Im not sure how 'gripped in' you would feel using one on a saddle with a deeper seat though? Its certainly very comfy and has helped my lower back