Use pins, two-sided tape (available at your fabric shop and easily removable). Keep a firm grip on your materials, keep the sewing machine speed to a minimum (slow) and - if need be - take it one stitch at a time.
The only other thing I can think of is to pin pieces of paper to top, bottom and even in between. Paper will add rigidity as well as friction and will be easy to tear away (although you'll have a bit of a mess when you're done).
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