Dusty Tutle: "As you found out, it can be hard to keep the loop ends on until there is enough tension on the string." I use a set of needle nose pliers to close the loop end so it is just a pressure fit over the pin; it doesn't come off while restringing, but the capo is another good idea.
I didn't think of this. I'm going to try it. I usually use Ken H's method, blue tape.