One of the posts above talks about spot welding caps to keep them from coming out. 

FWIW one of the things I have learned the hard way about grease caps is they usually stay in a lot longer if you do NOT hit them on top with a hammer during installation.  Use a piece of pipe or tubing that fits over the dome and applies the hammer load to the lip area and they seem to stay in much better.

On our old hubs before our bolt-on Supercap we recommended using a 2" pipe nipple maybe 6" long with a cap on one end. Hit the pipe cap with a mallet and the sheet metal caps seem to stay in MUCH longer than if you hit the cap directly with the mallet or hammer.   Just a recollection that might be worth a try for some of you.

Jim at Dawn