using a heatgun, torch, or even a stove element, remove the blade from the shaft. Take a strip of tape and, depending on how loose the blade was, place the tape along the areas that will be going into the shaft. Reheat the blade and the shaft, insert, wait, enjoy.
Doesn't sound like you put the tape on correctly. Wrap it across the top, not width wise. Essentially put 1 strip on vertically, so the middle of the tape is at the top of the hosel.
I've seen this done too. Apparently works really well. Some people even say it makes it come out easier but i think thats bs. Either way I'd say give this method another go if you're still having problems.