Are one of these the Blue Handle pliers you are asking about?
If you are having trouble with split shot slipping down the leader maybe one of these ideas will work for you.
1. Use the split shop with ears on the back side of the split shot like the picture below.
2. Lay the leader across the split shot opening like you normally do. Instead of crimping the shot closed, make a loop around the shot passing it threw the ears on the back side, then lay it again into the opening.
3. Now crimp the shot on the two pieces of leader in the opening. You have to pull the loop tight first. The back ears will keep the leader looped around the shot from slipping off. This only works with shot with the ears on the back side.
Here is the method that I use the most.
1. Cut off the tippet of your leader.
2. Tie a Perfection loop in the end of the leader.
3. Take the appropriate length of tippet and tie a Perfection Loop in the tippet.
4. Fasten the two loops together.
5. Place the split shot on the Tippet loop above the knot. The knot will keep the split shot from slipping down.
6. Now choose how far from the split shot you want the first fly to be and tie on your fly. If you use split shot with ears you can remove the shot if you want to change your setup.
One other method.
1. Take your tippet and tie a dropper loop in the leader at the point you want to add split shot.
2. Pull the loop as tight as you can. Make sure you make opposing pulls holding the tippet above the loop knot and below the loop knot. This will make sure the knot will not slip.
3. Now cut off the loop close to the knot.
4. Fasten your split shot above the knot and tie your first fly the desired distance below the knot.