Try to make sure there’s no herb between the filter and the paper, makes getting it tight around the filter much easier. Once you manage to tuck the paper around the filter nicely and have a nice grip around that part, it’s much easier to get the rest of the joint tight as well. And when the joint is properly tight around the filter, the filter won’t fly off when you shake the joint from the other end to get it tighter.

Tldr just make sure you get the paper around the filter good and tight, the rest will fall in place