I'm not too familiar with the 845, but if it has the same thin straight grip as the 4506 then I agree that it's a bit too small.
I recently got a 4566 and was also trying to find a grip I liked better, and tried a set of Hogue wood grips. They were huge, and luckily I was able to try them before I bought them. I can't believe how thick they are, they make the single stack S&W feel like a double stack. The Hogue rubber grips feel really good if you like rubber, which I don't care for on a concealed carry gun.
I finally settled on the "FBI" palm swell grips for the 1076-style frame decocker guns. They feel great without being too big, and they fit fine. The little gap where the decocker goes is barely noticeable.
I too prefer wood and would love to see Spegel or someone similar make nice wood grips for these guns, but I haven't found anything. Let me know if you find something nice.