I have been complaining about this problem forever and thought I was the only one who had it, but it seems like it's very common.
You could try getting some Dr Scholl's heel liners from the drugstore. They used to work well for me and still sometimes do, but since I had surgery on one of my feet, it hasn't been as effective. It certainly did the trick before then, though. They're just squishy little stick-on pads that grip your heel and also help prevent blisters and chafing. They're available pretty much everywhere I've ever been, and there are also some knockoff versions for less but I found them less effective. The only drawback is that they do form a pretty permanent bond, so if you ever need to take them out it might be a laborious process. I have had some success but there is often a sticky residue.