Never had a problem with wheel collars on control horns or wheels. I don't do flat spots, locktite, jb weld, tubing or any other method as a keeper. The only reason I can think of for sliding off is using the wrong size collar and/or not tightening enough.
What Bill said, but will add that the allen wrenches that come with the wheel collars are the poorest quality on the face of the earth ! Most wheel collars take a .050" allen wrench, and even among quality tools like Bondaus and such, if you try several different brands, you will find they are vary a bit in how they fit. I have purchased several of the screw drive style wrenches like the R/C car guys use on the grub screws that hold drive gears on motors. They are usually hardened, and are replaceable. Even some of those can be a bit sloppy so it pays to test how they fit. They are pricey, but worth every penny so you don't strip the hex in the grub screw. And above all, if you notice some slop in what ever you use, I can guarantee you that the grub screw will round off the wrench, and it's time to grind off just a bit of the end, and don't round the end back off, leave it square. I NEVER use the ball end wrenches on these either. The process of making the ball end actually makes the hex a fuzz smaller and that aggravates the problem. I don't care what any one says !! After having to deal with this kind of stuff on machinery and hobby shop customers stuff for the last 4 years, I'm pretty familiar with what works and what won't. If you put a screw driver in the hand of 50 random different people, you will observe that many ways to use and abuse the tool!
Type at you later,
Dan McEntee