I don't do it regularly, but a couple ideas for you to play with.
1) relax your requirements such that "g*" and "g#" will also find
these matches (":help g*"). However, they find any match, even
non-whole-word matches
2) Pull the current word into a manual search:
/\<_\=<c-r><c-w>\>
This does a search requiring that a word start here ("\<"), has an
optional ("\=") leading underscore, then pulls in the Word under
the cursor with control+R followed by control+W, then finally
requires that the word end here ("\>"). This can be wrapped up in
a mapping (as long as you use proper escaping) if you do it
frequently enough to warrent. Something like this untested
:nnoremap <f2> /<bslash><lt>=<c-r><c-w><bslash>><cr>
might do the trick.
-tim