You have THE classic problem of BP revolvers. From personal experience, you will not receive any reliable hints from the online community. That's because there is no real solution. I had the same problem and tried three different forums looking for real solutions. I tried each and every suggestion, including purchasing aftermarket nipples. The ONLY solution which seems to work is pinching (slightly) each percussion cap so that it grips the nipple a little better. But, the caps are made form metal which has very low elasticity, so they never grip very well. The idea of using a "glue" like fingernail polish also works, but only for long-term storage, because the liquid must dry, and you can only do the six caps on a cylinder at a time.
It is a mystery to me how the soldiers in the Civil War dealt with the problem. I have never found any mention of it in old literature. The present-day re-enactors have the same problem you and I do, except that, they shoot blanks which have vastly less recoil than when shooting a real bullet atop the powder.
There is a product called "cap-keepers" or something like that, and I bought 200 of them, recently. They don't work, either. The idea of the plastic tubing fitting over the caps may be good, but it requires a much "tighter" fit to do any good.
So when you read of suggestions for different nipples/sizes of nipple, etc., etc., just save your money and suffer along with me and many others.
