Tricks to keep baby moons on?

Swap nuts to different studs. The more nuts you have with the point of the hex to the outside the tighter they fit.

 

There should be little black snaps on it if you are talking about the one on front (the little centercap)? Sometimes they will fall off. You may have to get another one? Take the one off thats staying on and match it to the loose one. Make sure they are the same size and type and compare the snaps on them. I think they make a 9" and a 10" but not sure?

 

Try taking a rubber mallet and hit them a couple time to make them egg shape. That what I do and haven't lost one since. Don't hit them hard just enough to take the round shape out.