I used to use two pairs of tight cotton knickers and one pair of shapeware cycling style shorts. This was a compromise, however, between longevity and pain tolerance. After a couple of hours, I'd always become slightly untucked, so had to readjust in the bathroom. It really never looked right, though, with close fitting jeans. Although the two thingymajigs seemed to go up into some channel, they still were visible as two bumps. You may not actually be doing anything wrong.