Best approach to combine cylinder with a cube

Hi folks!

Currently I am modeling a Freddy Kruger glove.
I am experiencing problems with a one detail: the glove consists of several parts. One of them starts from palm knuckle and goes to the middle of a finger.
It begins as simple plane which gradually transforms to a cylinder shape (partially).
You can see an example below:

My question is simple: how would you manage such shape?

I tried to bridge plane with a cylinder - seems it is wrong approach. I can’t achieve gradually transform of cylinder to a plane.
Making it via sculpting is also feels like wrong approach.

Thanks in advance!

P.S. High-poly approach is acceptable