I usually listen to podcasts when running, so I only put one AirPod in in when I go out. Got the AirPods Pro last month and have had them fall out twice. The first time I was wiping sweat off my forehead with my arm and bumped it. My previous earbuds fell out all the time but were wired so it was not a big deal. I just reach down and put them back in. But there is nothing to catch the AirPods, so I am a bit more careful now after the first two incidents. I have not had another incident in the last few weeks. But do need to adjust them during my runs.
This must be dependent on your ear shape or something. Iām an extremely sweaty person. In similar style earbuds as the AirPods Pro Iāve always had an issue of sweat āblockingā sound and what felt like they were always about to slip out. Iām the 3 months with these I havenāt had that issue once.
I run with Apple Watch 5 and AirPods Pro. Itās very rare one falls out.
I do find, however, I canāt reliably operate the various controls when running - as Iāve not memorised them.
But Iād strongly endorse the idea of Watch + Overcast + AirPods Pro. (And āfor emergenciesā I have 4 albums on the Watch. āEmergencyā being the rare occasion when I run out of podcast episodes to listen to.) 
I have tried to change the Silicone Ear Tips but I canāt seem to get them off. I pull on them but Iām afraid of breaking something. Is there a trick to this?
Pull harder on the silicone. You wonāt break or tear them before they pop off. It feels scary, but itās okay.
Iāve tried running with them, and I canāt seem to get over the sound of the loud thuds of my feet hitting the pavement as I run. Too distracting. But no issues with them falling off when I did my try them out.
Okay, but just remember, if they break ā¦ I know where to find you! 
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