"I have pliers and forceps, but the small splitshot rolls on my finger when I try to finally close the opening with my pliers." If I understand the quoted text, you are not first squeezing the shot between or with your fingers to get it started, and then finishing the close with your pliers, or forceps.
I hold the shot between my right thumb and index finger with the slot facing up. Next I lay the tippet in the slot. With the slot facing up rather than to the side as this works easier. Having the tippet lying in the slot I close tightly my thimb and index finger and squeeze. On larger shot I can actually stop at this point. On smaller shot however, I do finish the attachment with the forceps or pliers as you mention to fully close the shot.
It will take a little practice, but you will get there.
I suppose pre weighting will work if, you know exactly how much weight to use, if the stream you fish never changes depth or velocity, and if you never fish a new stream, or section of the one you are fishing currently. Otherwise it is best to learn how to apply the shot "as needed". Changing shot frequently is part of nymphing and to do it to its maximum potential adding and subtracting shot from the system is unavoidable.
Practice at home with a piece of tippet and your small shot. You will waste some shot, but once you learn how to do it you will waste a lot less valuable fishing time. (don't practice where your wife will pick up any dropped shot in the vacuum, she won't like that. I say this having once spilled a 25lb bag of #8 shot as I was reloading. I heard about that little incident for a very, very long time.)
Tight lines,
George
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