I love my knee warmers but they never stay put. Not an issue during the fall as I just keep pulling them up. The winter, however, I wear nylon wind pants and I can't pull the knee warmers up. I'd like to keep the knee's warmer and have wondered if anybody has tried safety pinning knee warmers to lycra shorts. I'm not certain if it would damage my cycling shorts or not.
I could just buy knickers but would like to save money if I can.