Really Dumb Problem...

in the beginning i propped a little piece of paper in the hole, to get stuck the bead,
when you do this , you have to rewind the string more each time to do proper pull ups, you can always get the piece of paper out when you need to,

i did see some japanese players tight a knot in the string just above the ball, this only can making the string more permanent, and sometime the knot can give you a little problem when landing the ball on the cup with the knot in the string,

and like Eastfield said, when play kendama with the tama grip, i use the same technic and hold my pinky on the stringhole so the string can’t get out, works perfect.

good luck