I use VERY lightweight Dunlops for autoharping, and because the metal is so thin, it flexes right off the fingers sometimes if I play hard. So I use a dab of a little gray putty called Mortite that is sold in hardware stores for weather-proofing windows-- a dab under the place where the clasp doubles and one over top of it, mooshed around thru the airholes a little. And this keeps the pick on nice and snug and also keeps it from spreading open.
I also keep a little ball of the stuff in the case-- great for sticking a little cheat sheet on, anywhere, and it rubs off like rubber cement without harming wood, finishes, etc. The only thing it has stuck to more permanently has been textured plastic-- and I am sure a solvent will remove that. Mortite is always flexible too and never dries up-- cool stuff.