I don't know how you'd go about making sticky salt commercially, as you'd have trouble keeping the salt from sticking to each other in a large mess, but I can tell you how they keep the large salt grains on the big pretzels you get at the movie theater.

They have a sprayer with water in it. A few spritz on the pretzel, and the salt sticks to it. Perhaps if you walked around with a water sprayer, you wouldn't have the problem with the salt coming off your food.

(One of the few things I learned working at a movie theater one summer...)