I would try with a zig zag or other knit stitch that your machine offers. The PJs are not a knit so there is the potential for too much stretch from the socks. But as you say, there is minimal cash investment in this potential solution.
Alternately, JoAnn's has coupons on their website. You could buy a half yard of the grippy fabric with a 40 percent off coupon--again a minimal investment. I would sew a straight seam then zig zag the edge to prevent fraying and give it some strength.
I am not sure how well puffy paints hold up to repeated laundering--or if they survive hot dryers if you are using one.