I have had this issue as well. My saddle mount doesn’t allow for the cages to be angled in the way suggested by here by others. Tighter cages will to the job though. I haven’t used the Xlab Gorilla cages recommended. These Lezyne cages have worked for me though and they are much more affordable.
These hold the bottle so securely that I don’t like using them on the bike for regular usage. For the saddle mount they are perfect though.