I use the kind that you ca squeeze the back and they open up.
Those sound like Watergremlins. They do have a tendency to slide on the line. I've had a lot of luck with Blackbird shot. It comes in a tube, with two different sizes. They lock down nice, especially on Flurocarbon lines. The only down side is, if you want to subtract weight. You pretty much have to cut the fly off and slide the weight off.