As Bill said, being sure the taper is true is important. Touch up with a little sanding of any high spots.
One key thing for me was realizing that the point moves as the hot melt cools... when you first press it on, let go of it and you'll see this. So I press and hold, reset, and repeat if necessary. Once I have it secure and spinning true, I hold it in place and run it under some cool water for a minute to set it.
Sometimes excess glue fills and expands at the tip and will unseat the point.