They do come in different sizes, but, yes, the small ones are hard to handle. I generally prefer the somewhat larger ones (3mm) and use them at the end of the taper section of my leader. I thread the end of my leader through the ring and then hold the ring with a dubbing needle while I knot the leader to the ring. Once you have the ring attached to your leader, you have a "handle" so adding tippet to the ring is easier. I use an improved clinch knot, but suppose a unit knot or whatever you prefer for attaching tippet to fly would be fine too.