Same problem with anything in-ear. I have two pairs of Shokz that I use for work (OpenComm) and play (OpenRun). I thought they would be a gimmick, but 3 years later, I love them and use them daily.

Fun hack: when I travel I prefer my over-ear noise cancelling Ankers, but they're bulky. So, for traveling light, I use Shockz and then silicone ear plugs to block out external sound on e.g. the airplane. Creates a little bit of a "swimming pool" effect acoustically, but works well and is tiny to carry.