You have two options I can think of immediately with toe straps, the kind with the buckle and not velcro. For velcro you may be able to adapt one of the two ideas.

1. Twist the strap when putting it through the pedal. Racers did this to prevent the strap from creeping around the foot. Side effect is that it's tougher to steal. As a bonus some pedals came with a pre-threaded hole so you could put a screw into the strap to hold it in place.

From here:


2. Toe strap button. This was a little thing you screwed into the tip of the toe strap to give you some traction if the strap or your fingers were damp. A side effect was that you had to remove the button to remove the strap.

From here:


Hope this helps
cdr