I have tried with and without socks.
No socks is less grip, because I have a slippery parquet floor too.
All socks makes the dog very unstable, because the front legs resist when the back legs try to push forward.
I get the best result (walking and running), if I use 2 socks on the back legs (and no socks on the front legs). That way the back legs have grip pushing forward (the front legs slip a little but that makes moving forward more easy) so the forward speed is highest that way.
I also discovered the gyroscope can be turned on and off (if you use the remote control, press the top right button to do so) and this has a huge impact on how the dog moves (running, walking, etc). So if you can't get it to walk the way you want, you can try turning it on or off and see if that gives a better result.