For the ferrites that are not adjusted by a threaded screw, I would just use
a drip or two of soft wax. Many of them (as you mentioned) have a bit of
rubber strip, like a chunk of small rubber band, inserted. I would not be
tempted to cut up a rubber band to replicate that, because the rubber bands
nowadays seem to deteriorate very quickly.
An alternative might be a very small strip of paper, just enough to stabilize
the ferrite core. It's no problem to find all kinds of paper in different weights
and get one that works.
I like to borrow my wife's nail polish sometimes... ask for a color she doesn't