I use the same jig and glue as you.

Make sure you get the entire backside of the vane coated in glue before you close the jig.

It can't just be partially covered in glue or parts of the vane won't adhere and you'll have them flying off.

If you're worried about excess glue seeping around the vane, take a Q-tip and slip it in the cracks between the arms of the jig (while it's closed and the vanes are drying) and wipe the extra glue off.