One thing I would suggest is a ring holder. It is a little dish like thing with a post in the middle. I have a clover needle threader, when I bought it the person had a stand for it. It is a little piece of wood where the threader sits in a cut out area, a very small pin cushion on one side and on the other is a spindle for thread, but I use it for my thimble. I also have a thread holder, where the thread is on a spindle that is horizontal and a knob on top to put the thimble.
When I put a thimble on my finger I do lick my finger before putting it in the thimble. (Mine are silver from TJ Lane, and they suggested it.) And since I started doing that I haven't had a problem with them coming off.