A common way to solve this problem is to use a small piece of plastic bag as a shim. You just put the plastic over the end of the arrow, and push the nock into the arrow so that the plastic is pressed in (between the nock insert, and the arrow shaft).
This holds it in place, but allows you to rotate the nock, or replace it easily if it breaks.
This holds it in place, but allows you to rotate the nock, or replace it easily if it breaks.