I will super glue them to a wine cork. Cheap. Easy. Effective.
Or, I sometimes use a pin vice.
Or, sometimes just the base.
The best and most effective solution to keep paint from rubbing off whilst painting is to keep your hands clean and oil-free.
I wash my hands once an hour or so, and don't eat, snack or smoke whilst painting.
Alternately, you can wear nitrile or latex gloves while painting.
Really, it's more about keeping your hands oil-free. But, there are many solutions, some more expensive than others.
Find what's most comfortable and within your budget.