Here is my method:
Take a piece of sandpaper and wrap it around an arrow taper.
Put the arrowhead on, over the sandpaper, and give it a couple of twists.
Dump it in a small bowl of alcohol.
Repeat until you have roughened up all the heads' ferrules, and leave them in the alcohol.
Put hot-melt on the shaft tapers.
Take a pair of pliers and use it to hold a point over the burner of the kitchen stove. Play with it, making the alcohol burn out of the ferrule like a jet engine hitting the afterburners. Don't overheat the head. There are more heads and you can play with them after you put this one on.
Spin the shaft taper into the ferrule and check for straightness. Hold the point in a little dribble of water to set it, and wipe off the excess glue.
Repeat for all the other shafts.
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Are you using a steel taper with aluminums or carbons? Try scoring it with the sandpaper, and use the rubbing alcohol and a flame (heat the taper to apply your hot-melt) to insure that there is no grease on it.
Some targets grab heads more than others, like the foam targets at my club, especially when wet. Older, oxidized 3D targets do this too. (Rhinehearts are a target shooter's dream!) My heads seldom come off.
Killdeer