Seat Saver

You could try an Acavello gel one - they are either gel-out for increased stickablity or gel-in for a normal, comfortable seat saver. They cost about £50 I think and aren't too thick at all.
 
Never tried one, but as Tash88 suggested, the Acavello is supposed to be very slim.
I have used the Heather Moffat gel seatbone saver, and personally didn't find it too thick.
Hope you can find something that works for you.
 
Avacallo gel out is brilliant, can't ride without mine now ! I have the normal one and the extra cushion version, extra cushion is far comfier and not as bulky as expected, its heavy to hold but once on the saddle its fine.
 
I have a shires supafleece one which I use in the winter, I don't find it takes up too much room, but it's lovely and soft and warm on cold days!
 
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