What pedals are you using? You can try feeding the straps through the rear cage of the pedal, like so. It seems to hold the foot better.

More examples at
http://www.fixedgeargallery.com/reviews/pedals/
Even with Gr-9's I managed to squeeze them through.
Also, depending on your cages, you can try to get road shoes and bolt on some slotted cleats. Keep in mind, this will make it a lot harder to get your feet out.