You have to keep your hands at least moist to keep the rice from sticking. I make a small bowl of warm salty water handy when making onigiri to season while I shape.

I was running into the same issue. I recently bought some cheap molds off of amazon and it makes shaping them a breeze.

Fill bottom half with rice > Add Filling > Top off with rice > Press and done!

Another option that I find works well when I'm preparing a large batch is to use nylon gloves. They don't adhere to rice nearly as much as latex gloves.

Did you use a bowl of lightly salted water to wet your hands while handling the rice balls? It's a trick that works for dough and masa too without the salt, but the added salt helps season the onigiri while you handle it.