One of my great frustrations is making a careful pocket square fold and perfecting the presentation, only to have it fall apart before even arriving to the engagement. I recently devised a way to remedy this by use of tie bar. Simply clamp a tie bar across the pocket square to secure your folds. It works with almost fold style, and also adds a bit of ballast weight, helping keep the presentation seated and upright. In the tri-point fold, I leave the bottom point unfolded so that it rests on the bottom of the jacket pocket, stopping slide-downs. I know, it looks funny, and your mind probably thought exactly what my mind thought. Thankfully it stays hidden inside. 😅
Or, of course, you could just buy one of the commercially available pocket square holders. But for me, I have several tie bars at my disposal and don't wear them anyway -- they look stuffy, pull the shirt in a way that stops it from draping naturally, and never stay straight. This is actually the best use for tie bar, in my opinion. 😆