IEMs are really a personal fit item! I've had good luck with some cheap IEMs with a long name:

MEElectronics Sport-Fi M6 Noise-Isolating In-Ear Headphones with Memory Wire (Clear)

They are super cheap, and surprisingly good sound, but their key characteristic is they also stick in my ears very well when I run or walk. Might be worth a try, not much risk if they don't work for you.