I have the exact same problem. They just aren't a great fit. I walk my dogs every night for 1 hour and enjoy listening to podcasts during this time. I tried some Mopow bluetooth earbuds but they weren't any better. I'm considering some large headphones this holiday season.
On a lighter note, I live in Canada so for 6 months of the year, my toque holds the Apple earbuds in my ears.
which are in ear and noise blocking. They also have different size attachments so you can get a good fit, although they cause ear fatigue sometimes if you keep them in for extended periods (i.e. hour plus).
Over ear headphones are better for your ears and don't have the issue of falling out. They are bulkier, though, and can get sweaty in summer (in Australia at least, might not have the same issue in Canada)
On a lighter note, I live in Canada so for 6 months of the year, my toque holds the Apple earbuds in my ears.