The only thing I do is hold onto the edges of my glasses at the end of a roller coaster ride as a precaution, as the sudden stop / slow down is the only moment I can think of that gives the chance to come off due to the sudden force.
I've had moments where I didn't need to since the slow down portion was relatively at ease (and it's a ride I know very well), but almost all the time I do give them a light press for preparation at the end. The g-force during the course of the ride is enough that your glasses should remain on your face due to the speed, especially if they are fitted correctly, which they should always be. Putting my glasses anywhere else seems like even a bigger risk to lose them and my eyesight is so horrible, I would be unable to place them in a locker, especially since when I go to the parks I often go alone.
When they state "store your glasses away" on a ride, typically they mean sunglasses, as often people place them on their heads and yes, those will fly off and often do since they're on top of your head, not on your face.