If you have really slippery fine hair, I know your pain. Add in not much of it, and cut very short, and you have my hairstyle. If yours is still long enough to tie back at the temples, you might find that the tiny rubber bands dentists use for teeth braces do the trick - they're small enough to catch tiny amounts of hair and they're rubber (silicon?) so they stick.
My go-to solution when I want to make sure my hair will stay put (whether I'm adding a hairpiece or not) is super-hold hairspray plus super-hold gel; but in both cases you don't want a variety which advertises itself as being able to be brushed out residue-free. You need that residue! The good news is that the ones which leave residue are often the cheap sorts
Apply lots of gel, comb into position, and allow to dry. Brush out and the style should stay fairly put for long enough to apply lots of hairspray. The residue of the hair gel helps the hairspray hold too. It would not be the first time I've done the gel step twice - apply, dry, brush out, apply more, dry again, brush out again, then hairspray.