I once put a round wooden toothpick through the base of the xenia, then rubber-banded the toothpick to a piece of rock, thus keeping the base of the xenia in contact with the rubble piece. The xenia attached in two or three days' time. I then removed the toothpick (pulled it straight out after rolling it between my thumb and forefinger, in order to gently break it loose from the xenia's flesh). Definitely keeps the xenia from blowing away/wandering off.
BTW, I used rubber gloves; xenia seemed really adverse to human contact, IMO.
..Karl