I have taken to sticking masking tape around the tabs that hold them in like this:
Obviously this isn't great as it needs replacing each time, so I started looking for new centres and for tips on Google. I found quite a good tip on a Porsche forum, the chap had bought expensive wheel centres because his were loose and the new ones were no better. Anyway, his answer was to push a straw over the lugs and cut off the excess, but he did say you could use heat shrink and I had some of that handy:
As you can see, it is neater and has made the caps very secure. Two caps only needed it adding to one lug but one of them needed three done, it's a case of trial and error to find what is required, but now they are much better and hopefully they'll survive being removed a few times too
