How to do a messy bun for thick hair?

Everybody seems to be wearing those boho, beachy looking messy buns these days and they're dead on trend, and I think they look really nice. In theory, it should look good on me because I curl and wave my hair, but my hair is so so thick it seems to just fall out instantly. My friends all say they achieve the messy look solely with bobby pins but no chance in hell would this work for me. When I use a bobble, it seems to destroy the messy look and pulling bits out just completely goes wrong for me.. was wondering if anybody who has similar hair knows any methods I could use? Thanks