Use hot glue, a piece of plastic wrap between the insert and the shaft, or a tiny drop of super glue to hold in the insert. Use a bag target or a sand pile so the arrow can be removed easily without pulling out the insert/field point. If you are using parallel walled shafts, use removable nocks and cut from the nock end so you can permanently glue in the insert ahead of time, thus allowing no possibility of it pulling out. Don't do that on tapered shafts. Only cut from the front of tapered shafts.
Allan