I have a Shokz brand two-piece headset (the OpenFit 2+ i think?) that just wraps around the outside of the ear, with the actual speaker part held just outside the ear canal. I can't do in-ear buds either, but these just work for me. Doesn't even feel like anything's there.

I did try their bone-conduction headphones, but the quality was slightly worse and they didn't feel as nonexistent to wear.