Does anyone have any tricks on keeping the sensor wire from falling out? It doesn't seem to firmy stay in.

Any suggestions is appreciated

Falling out of the motor or the ESC? I am usually afraid to pull on them too hard for fear of ripping the wires out of their connectors. Maybe try another brand of sensor wire.

It should fit pretty snugly. You might want to try a new cable.
I've also used hot glue to hold similar connectors on RC planes, robots, drones, etc. Plug it in, then put a blob of hot glue that completely covers the connector. This also acts as a strain relief for the wires. Google hot glue wiring connector and you should get some video & photo hits.