I had the problem of getting a hat to stay on a klicky yesterday and eventually solved it simply by trying different positions until it clicked on properly with a bit of extra pressure towards the rear of the top of the hat.
Panos's advice about trying different heads of hair is also good. Some hair has a flattened section at the back, some is entirely circular and others has a slight indentation at the rear. When you consider, too, that some hats are entirely circular inside and others have a projection inside at the back, it's no surprise that getting hats to fit is sometimes a problem.