Here's an alternative for keeping your bait on the hook better -- any bait. I use it for all shrimp, prawn tails, clam parts (whether the tough necks or the softer parts,) salmon eggs on occasion and even the soft meat from mussels. Works great.
Get some stranded electrical wire (like an old iron cord or just buy some stranded copper wire at an electrical supply spot.) Cut, strip, or otherwise remove the insulation from the strands. (If you can find a six-inch wire lead with a terminal pre-attached to one end, even better: the terminal will hold your wires all together.)
Choose a 6-inch strand. Run about 1/2-inch through the hook's eye and twist it back around itself a few times (like a twist tie on a bread sack.) Hold the hook shank and bait together with one hand -- it isn't even necesary to penetrate the bait with the hook -- and wrap the wire around both hook and bait until you run out of wire.
It'll stay on a long time and fish won't easily steal it either. Especially if you're fishing shrimp, the fish are used to crunchy, hard textures so they won't mind the feel of the wire. Heck, the wire wraps might even tangle in their teeth and help you hook them better.
To rig a new bait, unwrap the wire (the opposite of the way you wound it on, Waldo,) and repeat. You can usually get quite a few baits out of one wire before it might get brittle and break.
Now you're makin' me lonesome for the smell of shrimp on my hands. :grin:
Good fishin'.