I havent done it- but i will be trying it now!!! I usually just HATE flat sheets for that reason- that they come off!!

Can i ask a silly question though???? Do you mean that you say tie the two opposite corners together? (like use extra large sheets) ? or do you just make a knot at each corner and like tuck it under the matress????
Just tie a knot in each corner and tuck it under the mattress. So 4 corners 4 knots Works wonders!!