Never lost any yet but have had them work loose, pain in the rear. I measure my blanks with a go no go guage and throw away any tighter than ones, helps me. I do find some platings prevent the top pressing through the clip and I use a 2.5 inch long hex brass with a 1/2 inch deep hole a slack fit for the top and pre press the top in the clip using one of the hex flats to let the clip slide, this takes pressure away from the press to the top half of the pen. I used also to bend clips out a touch to let them enter the pocket more easily. If you make your Slimline just a little bigger than a Streamline Centre band no worries.
There is no perfect clip IMHO but I have good feelings using a kit with a sliding hinge out from the pen body and a a Roller at the end of the clip.
Peter.