The thinner fabric should allow you to roll it tighter than a towel at your waist. If you've got a soft belly, it probably has to be rolled tight enough against your body to make a belt line. You could clip it, and then roll it over the clip. But maybe it's just too small- you do need a fair amount of fabric to put up into multiple flat rolls at your waist for it to be stable, and you also need to be sure it wraps far enough around your body that those rolls have enough overlap to grab securely.
Living in a country where sarong is a frequently used garment by men/boys of all ages - but not often using one myself - I have noted that most men keep adjusting and tightening their sarong as and when needed ... this is particularly the case if they have a bit of a beer belly ... the sarong stays snug longer on a slim body ...
I have a few of these. I keep them by the door if I have to answer for someone I don't know. Very comfortable. Easy on and off.