Thought I would update this in case anyone stumbled upon it...
Trick 1: don't roll the pipe behind you over your shoulder, this naturally makes it bend up.... Keep the pipe coil laid flat and roll out it out from the side. This is why UFH companies have those decoiler things!
Trick 2: I used some large round plastic insulation washers and concrete screws to hold the really bad bits down into the concrete slab.
Trick 3: as Mike said above, punch through some UFH staples. This works well when not near corners where it could lift the whole insulation and crate up.
Trick 4: don't stress too much. One water is in and the screed goes over, you wonder why you worried so much....
Trick 5: don't use egg crates!