Yeah, sometimes using your shirt works, too, just because it will absorb sweat and give a dry grip.

Rubber band can also spread the grip out. Like when you squeeze on the lid directly, you can press into the side of the jar and grip there, making it harder to turn it. Especially if there's dried sauce between the lid and jar, squeezing it lid against it can make it less likely to break. A rubber band spreads some of your grip away from your fingers because it is soft, and the rubber can grip along where you aren't pressing, so more force ends up going towards torquing the lid and less towards squeezing it.

A firm but gentle grip can also work. Don't yank on it, just apply slow and steady pressure and sometimes it'll loosen up after a few seconds. And once it starts to turn, it's over. You've won.