r2dc2Buy a long velcro strap, the type with hooks on one side and loops on the other, and use it to strap the pedals to the base in lieu of the original metal bar. Strap it as close to the pedals as possible so that the strap doesn't get in the way of your heels, and position the rubber tube sections so that the strap ties around them. The won't ever slip around when secured that way.
I tried this with the bungee strap things, I found that they just kept sliding down the pedals after a while due to the slope on the pedal base