keeping thread spools and the matching bobbins together is a concern for me. a few years ago i was excited to find out you could buy a type of pin to lock the two together while not in use.
unfortunately for me, the type i got (clover, i think) didn't fit my aurifil threads, which are the type i use most. i could get the bobbin to stay on the pin, but the pin didn't fit into the aurifil spool. i went ahead and used the ones i had by just placing them in the spools. they could get knocked off easily, but it sort of worked.
this weekend i was putting away fabric and noticed this funny little plastic contraption taped to on online order i received a while back. i wasn't sure what it was at first, then a lightbulb went off in my head and i tried it with my threads.
and hey presto, we have a fit. they hold together so well you can lift both by the end of the pin.
i found more on amazon (here) in a 40 pack. you can get more, but i found that amount to be sufficient. i don't know exactly what brand they are or what they're called as it was hard to identify that on amazon, there seemed to be several that looked the same but had different names, but the link will get you there. or search "bobbin thread holder clip". apparently you an also get them with some little clips that go around the bobbin to stop it from unwinding, but i didn't get those. i'm just really happy to have clips that work with my aurifils!