Try Mizuno Inspire 7. They are a moderate support shoe with a narrow and deep heel cup. In fact, a lot of people (including me) couldn't comfortably wear them as the heel collar was too high and tight. I'd be really surprised if your heel slips in those. They are on close-out at the moment as Mizuno have released the 8. The 8 is a more conventional heel collar height, so may not suit your needs.
If you need more support than the Inspire offers, have a look at Mizuno Nirvana 7. Similar high and tight heel fit to the Inspire 7, but more stable and cushioned. Again, they're supersceded and the Nirvana 8 returns to a lower heel fit which may not suit you.
Generally, I've foundthe USA brands (Nike, New Balance & Brooks) have wider heels and narrower forefoot, whereas the Japanese brands (Asics & Mizuno) tend to fit the opposite - narrower heels and wider forefoot.