There aren't a lot of other suggestions I can offer.
1. Add spacers to both sides of the shelf to keep it more centered in the door. Maybe it's just when the shelf moves to one side or the other that it falls?
The rest are quite extreme.
2. Remove the door liner and fit thin pieces of Styrofoam into the thin edge section of the liner where the shelves latch onto to 'plump' them up slightly, hopefully resulting in a tighter fit in between. That is a big job however. Usually the whole door would be removed to work on it on a flat surface.
3. Try injecting some foam insulation into those thin edges where the shelves fit to try to 'plump' them up. (Make sure the insulation used is non-toxic.)
4. Use a heat-gun to soften the plastic liner and reform it as (little as) necessary. The inner door panel can not be replaced. Don't F/U!
5. Put up with it.
Maybe others will suggest alternatives too?
Dan O.