We bought a doughnut made of silicon like the kitchen spatulas and hot pads. The bobbins slide in nice and tight and they can't come unwound. The next time I see them for sale I may buy 3 or 4 more.
Darren
Update: OK, I just saw the post by BellaBoo and that is what we have, but there is no way we would pay $36 for that. I'm going to check on ebay.
http://www.createforless.com/Blue+Fe.../plid4541.aspx