Try wetting the back of your heel (of the shoe) or putting rosin or hairspray on the back of your shoe between your tights and heel of the shoe. Gaynor Minden makes a heel gripper that night work for you. Perhaps you need to rethink how to you attach your elastics.
Do not do the loop thing in the back and run a ribbon through it or you will end up with tendinitis. This has little to do with breaking in your shoes. This is how to break in your shoes properly.
Do not slam them against anything! You can ruin the shoe if you don't know exactly where to do this. Professional dancers do this but then they toss their shoes out after a single performance.
http://www.youtube.com/watch?v=pX-PNqJr9... Talk to your teacher about this and she will show you where to put your elastics if they need changing.
I have narrow heels so I always need at least one elastic for each of my pointe shoes. Elastics should fix this but if they've already been sewn, try tightening the drawstrings (if your shoes have them). You're not doing anything wrong, breaking in the demi-pointe area is the hardest for me but one of the most essential things to do to have well broken in shoes and to be able to roll through onto pointe which avoids injuries that might come as a result of springing to pointe.
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