I just started trying out vrl pain things too. My first task involved clothes pins too. I use them for laundry. I wish I had your problem with them popping off. What I would recommend is maybe putting athletic tape on the tips. I tried this because my had little teeth (lord knows why) but when I put them on my breasts they break the skin. So I had a task which involved attaching the clothes pins to a string and pulling all ten off at the same time. Well with the athletic tape on the ends they WOULD NOT COME OFF. They were glued to my body even after I unhinged them they still stuck to my skin. It was like ripping off a bandaid for each one. I don't know if you want to level up so quickly but that's an easy at home quick fix to keep the clothes pins on.
I hoped that helps. I also had a related question of my own. Like I said I"m knew to this and after a particularly rough session where I might have been punished I feel an intense desire to cuddle. It feels oddly inappropriate though. Does anyone else have this feeling or know why someone would want to cuddle after being punished?