Um, duct tape?
Yeah, I know what you're talking about.
I'd be very leery of adding anything to the round prongs which could: protrude, short, fall off and be retained in the socket.
I've seen some US to Euro plug adapters with a hole which appears to allow a screw to pass through and secure the adapter to the wall outlet. Never tried it though.
If had that many things to plug in and had to continually deal with loose wall outlets a country specific power strip (make sure the voltage matches!) would be the answer - probably not what you're looking for though.
Jim