Thank you guys for your thoughts and advises :)

I'll go with a object polygon against cloth polygon. If that doesn't help I'll subdivide skirt.

Quote - You can attach primitives to hands and feet, and animate the size, so they disappear at the end of the sim.

So you hide hands and feet inside them and then decrease primitives size to 0 at the end of simulation/animation? Am I getting this right? It's kind of similar to mittens/stockings method?