PE and PP are nearly the worst possible choice for strong friction.
ABS would be much better and PVC not bad, in this price category.
The effect of roughness is small and not intuitive. A rougher surface may very well decrease the friction. It happens with polymer plain bearings against steel shafts, which shall not be too smooth.
Deposit a molten rubbing polymer on the PE surface, hoping they bind firmly? For instance hot glue brings strong friction.
https://en.wikipedia.org/wiki/Hot-melt_adhesiveMelt some in a pan, apply it with a brush. The final dimensions will grow.
Or apply a molten rubbing polymer like hot glue on the mould's wall prior to moulding the PE?
I'm also surprised by "load lldpe powder into metal mold and heat it". Due to voids in the powder, the molten polymer can't fill the mould. Huge viscosity also tends to miss the shape's details. Is this acceptable? Normally, polymers are injected in the (pre-heated) mould with a huge pressure. Industries have pumps designed for that, I guess some special hand pump could do it too.