The same thing happens with the Henry J full wheelcovers. The fix is to "adjust" the "teeth" on the clips that hold them on (the teeth on the wheel cover itself, not the rim, those are for fastening the small caps). Most are bent way over, almost flat. You need a large, strong needle-nose pliers to get on them and bend them so they are almost straight up and down. Then, place the cover in place at the bottom and judo-chop it into place or use a rubber mallet to. Make sure it is completely and snuggly fastened all the way around. I did this on my J back in '05 and I've driven it all over the place - put over 3000 miles on it since and never lost one. I think there was a KF service bulletin about this too in 1951 or 52. I'll see if I can post some photos.