My hair isn't the best at holding twists or braids either because of the slip factor, so yes, I would say try a bit of gel on each twist to get them to stay in place better. Also jaw clips, bobby pins, small elastics (soaked in oil of course) will help keep those twists in. They will of course become loose at times, so you will have to refresh them every so often the longer you wear them. However when you first do a twisted style I would do it on freshly washed and conditioned hair.
Yay!!! I love doing challenges on this site rather than LHCF, because there aren't so many people! You guys actually DO function as a support system and I love it! Thanks for starting this!! I'll post pics of my yarn braids later. I'm so excited