That it is hard to predict the amount of over bend to get the size you need. That is why most times a miniature spring is more expensive than a normal every day size one.and by "doesn't hold size" you mean? ... that it tends to deform with time? or that its elasticity makes its final size hard to predict?
Could probably give more ideas if I knew what the final project looked like, but then you'd have to kill me, I know. There are other types of springs that aren't metal, like you could use a piece of thin wall rubber tube. A lot of the dies we used were switched to polymer springs from the old metal springs.