If they are falling off on the way to the stand you are definitely doing something wrong. Here is what I do:
1. Cut off off the old vanes.
2. I then use acetone to clean the shaft until squeaky clean. I do not soak the shaft in acetone I just put it on a paper towel, let it soak a minute and twist. It takes a little effort but they come clean.
3. I then apply thenew vanes with super glue gel.
4. I wipe off any excess glue with a q-tip and put a dabof super glue onthe leading edge of the vane, then Let dry for 24 hours.

To test the super glues I was using I took the arrowin this picture and submerged it for a week in water. After I removed the arrow from the water I attempted to tear the fletchings off of the arrow with a pair of pliers. The result speaks for itself.

Bob