For the past many months I have been using Mason DeVriend’s “Safety Harness”.
You put the slipknot on like you normally would, but maybe a bit closer to the middle knuckle that usual. Then you twist an additional loop into the string and slip your finger into it as well. The main string segment going to the yoyo should be squeezed against your finger by the new “loop”. This new loop goes near the last knuckle before your fingertip, or wherever else it feels comfortable. Snug it all up and you end up with a shape that when viewed from the side looks like a “v”, with the main segment coming from it.
I should just make a video… this text description is for the birds.
I do want to add that if you go about it like Riccardo Fraolini shows, its important to use a tiny drop of super glue (i use Bondic) over the knot to prevent it from ever untying, and sending your yoyo into orbit if it ever does untie (which the glue drop stops).
I experience this same issue. The way I combat it is too make the original loop bigger. When tying your string you basically just make the loop as big as possible without exceeding the circumference of your finger before passing the piece through that makes it into a slipknot…works very well for me!