I did invest in the very expensive ReallyRightStuff collar a couple of weeks ago and it is fantastic. So good that I bought another one for the 70-200 lens. https://reallyrightstuff.com/lca-51-collar-and-foot/. But super pricey.
I have the same issue. It's a bit annoying really. I like to shoot pics of the moonrise / moonset over Manhattan, and after getting my composition and getting the horizon straight I don't want that to change. It is too loose to feel secure. I fou...