I haven't lost one yet although I have found it dangling by one pin. My sub-artic sailing often requires my wearing one of:
A Drysuit
B Wetsuit
C Spray jacket.
So, when wearing one of these I have the cuff pulled over half the unit. I also wear the unit on the thinner portion axis of the ,wrist. Wearing it on the wider axis, ala wristwatch, does tend to expose it to pressures from a bent back hand.
I have fancied taking some neoprene, sewing it into a tube, cutting a window, and wearing it over top. The other option is gluing it down to the strap, although you would have to watch the buildup, as the charger needs to clip on over this.