Yes, I am having the same problem, so I'll have to watch this thread to see if others have some good ideas. Those metal curl clips are a bit heavy for my hair too. Has anyone tried the plastic DevaClips? Kind of pricy, but it would be worth it if they'd do the trick!
2C/3A, fine texture, high porosity, medium-low density
For me, desert climate+porous hair+CG=inconsistent results!