Welcome to the Wicked Edge Forum and Sharpening Community Grayson.
Grayson, could you share some info to help us to help you? Specifically, which model WEPS are you using? First we’d like to help you to use your specific clamp model and version as well as you can to achieve the best holding power it can allow. Most clamps on the majority of knives are able to clamp and hold them securely, on their own. Some may require a little finessing and possibly a clamping aid.
It’s true many of use something inserted in the jaws between the jaw and the knife sides. You’re right it provides a level of protection to prevent the knife sides from getting marred while sharpening and it also may provide an improvement in blade holding ability.
My “go to” for every knife I clamp is to wrap a small rectangular patch I cut from a real leather chamois. I use it dry, not moistened. I simply wrap it up under and around the knife spine then up both sides of the knife so both vice jaw sides have this layer of dry leather at all contact points. I use the chamois as much for the protection of the steel from steel sharpening dust and as a clamping aid. I am using the newer version Gen 3 vices on all my different WEPS sharpeners with the tension adjustment feature. This allows me to really put the squeeze on the chamois while protecting the steel.