Big thumbs makes it hard to close a tab in dolphin.
I would go with opera if it played nice with my bookmarks widget but it doesnt.
You should just be able to tap anywhere on a tab if it's already active and it will close (so double-tap for non-active tabs). If you're still having trouble like that though then yeah, I'm out of suggestions.
You could try Firefox Mobile. I haven't looked at it lately but they seemed to be making nice steady progress with it last time I tried it.