We have played the most rugged Semper Fi terrain (No Name Ridge) and a Leros campaign, which offers the steepest slopes in the series, both without problems. I had originally been thinking of tacking counters on with some sticky material (e.g., Blu-Tack), but as it turns out, even on the Leros map most hexes have enough flat terrain in them to hold counters. In those hexes which do have multiple contour lines (and therefore terrain levels) running right through the hex,we use half-sized counters as a base, so that the stacks rest halfway on the map, halfway on the base. (Actually, these "counters" are cut from the same styrofoam as the map so the height is right and it only takes about 5 minutes to produce several dozen of the things.) The weight of the stack pins the base down so even if you knock the table sideways there is not appreciably more slipping than with ordinary stacks.
______
________
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|________| counter stack
|__________ |________|
mountain ||________|_
|_|____| base counter (0.25"x0.5")
|__________
|_________
Base counters in play on the Objective Schmidt map: