The place where mine often sticks is near the opening, where the lube is exposed to air. The slight movement is one way to solve it, as you men tioned. I recommend keeping a small cup of water nearby for re-moistening as you dilate. As far as lubricant, I found that K-Y stuck to the dilator better, but Astroglide, while messier, makes things easier. Before starting, move the muscles you want to relax.
Fingers can be good.
The other good thing about fingers is that you can really feel the muscles you need to relax. I know some TSs are squeamish about sticking their fingers in their vaginas. Don' t be. Stick a finger in, then try to squeeze your finger with the vaginal muscles. That's what you want to relax.