Catcrazed,
I have the exact same problem with my Butter. Mimi will keep hers on. But, Butter has lost two. I buy the ones that come off easily, so I guess I get what I deserve. But he is a real tree climber and I don't dare give him one that could hang him. But I have learned one thing about him. He's so happy here, that he doesn't venture far away from my yard. He's always watching for me to come to the door and let him inside!