One thing that's worked well for me, for keeping the blade from slipping, is to use a piece of med/fine grit wet/dry sandpaper (400-800 grit or so), folded over the blade spine with the grit side OUT (against the clamp), and the paper backing to the blade. Really seems to hold it well, and I've used that on all three of my Lansky, Gatco and Aligner clamps.
Also, make absolutely certain your clamp is completely flush to the blade, while tightening it down.