I've had that problem with various attachments. Put a piece of paper or business card under the RF. You may have to experiment a little to find the right thickness.
put a very small dot of silicon sealant on the upper arms of the coldshoe with a toothpick, to narrow the opening very slightly on the side of the shoe which you insert the accessory...just enough to narrow the vertical a bit, so the accessory does not easily slide out of the shoe.
Cut a strip from a foil baking tray and keep folding it into a shim until you get a tight fit, aluminium foil won't get any softer like carboard and you can just remove it and use another accessory that does fit if you haven't modified the shoe itself.