I had trouble getting orthotics to stay in place until i discovered the Ballet Shoe orthotics on the Dr Foot website. They support my heels and stay put fine in both my Sansha Pro split sole soft and also Sansha Pointe shoes.
I have used them for a couple of months now and find them to be comfortable in wear and effective in aligning my naturally pronated feet . Here is the URL http://www.drfoot.co.uk/ballet_dance_insoles_orthotics.htm