We explore the design of Hand Proximate User Interfaces (HPUIs) for head-mounted displays (HMDs) to facilitate near-body interactions with the display directly projected on, or around the user's hand. We focus on single-handed input, while taking into consideration the hand anatomy which distorts naturally when the user interacts with the display. Through two user studies, we explore the potential for discrete as well as continuous input. For discrete input, HPUIs favor targets that are directly on the fingers (as opposed to off-finger) as they offer tactile feedback. We demonstrate that continuous interaction is also possible, and is as effective on the fingers as in the off-finger space between the index finger and thumb. We also find that with continuous input, content is more easily controlled when the interaction occurs in the vertical or horizontal axes, and less with diagonal movements. We conclude with applications and recommendations for the design of future HPUIs.