How are you removing the heads from the sprues? If you wiggle the sprues back and forth to snap the sprues off without supporting the heads you'll loosen the heads on the hook.
Here's a 1/32 head in a bead pliers.

This pliers works on heads as large as the new 3/32 and down to as small as 1/100. I don't have to exert much of any pressure to hold the heads and get very, very little marring if any. By holding the head in the pliers, I can snap the sprues with the head firmly supported while doing so and I do not have any loose head issues. Before I began using this pliers I had loose heads often. I use only pure, soft lead. While you cannot see it, this head also has the wire keeper.
I found this pliers at a JoAnns Fabric store but I have seen the same in Michaels and Hobby Lobby stores as well as in Walmart. This $10.00 pliers may well be the best sawbuck I ever spent. I've had the pliers for over ten years and they are hardly broke in yet.