This is something my cousin has been "battling" with as well. She tried distracting my niece with toys while putting the hair clips, tried tying her hair with a band my niece chose, tried different types of clips.. nothing seemed to work. The accessories seldom stay on for more than 5 minutes.
The most success so far, is the alligator clips (the claw type ones). She bought the small ones and would sneak one up to keep my niece's fringe out of the way halfway through playing. It works for as long as my niece doesn't notice the clips' presence.
Just thought to share.
Kammy Mayer Zou