He has not been seen with anything covering his hand during filming whether that be a prosthetic like Merle had or a green/blue screen sleeve. To remove arms and legs they have to use a blue or green sleeve so they can edit it out in post production, like Michonne's walkers below.
Rick has been seen filming 100's of times since episode 1 as they are now filming episode 12 and nothing like this has been seen. Plus Robert Kirkman even says he shouldn't have chopped his hand off in the comics as it is too limiting for Rick, plus it would increase production costs a lot.