J.L.
The safety backs at walmart didn't work for us.
It's hard to explain but you have to have the backing so close to the front of the stuf that it would have been squeezing the earlobe. And if you don't screw it all the way down, then they will work themselves free (like they did with us). You can go there and ask to see them....screw them down then pull straight out and they will usually come apart.
I got my girl another pair of piercing earrings and just filed the point down on them a little bit, and I also buy the 5 dollar hypoallergenic 8 pack of earrings at walmart and use the backings that are small plastic tubes....they stay on pretty well.
My problem is my girl is a wild sleeper and even piercing earrings will come out eventually lol, so I haven't found one thing that works long term...yet. =)