It is normal for young children to pull out their hearing aids.  Try to engage the child in some insteresting activities, e g watching cartoon, playing games, so that he/she would forget about pulling out the hearing aid during that time.  

Hi.  My little girl was much younger when we went through this stage, but for us the main thing that worked was persistence.  Easier said than done, but just keep on popping them back in - no fuss or attention to it, just a quick 'oops it's fell off again, let's pop it back on'.  We used hearing Henry headbands and they were very helpful, not sure if a little boy would be so keen but you can get themed ones on Etsy.  My daughter is 5 now and wears her implants all the time, but we have to bling them up to get her interested in them!! We use stickers from hearoes - good value and last for ages.

Have you tried a sticker/reward chart? Are his nursery doing the same as you? Does he have any toys with hearing aids? You can get dolls and some cartoon character toys with them - I'm sure I've seen toy story characters somewhere, you would need to Google!!

Most importantly, remember this is new and you are all adjusting.  Even if you are only getting him to keep them on for 30min bursts, it's better than nothing.  You are doing a great job, keep going xxx

I and my daughter have always worn hearing aids. When she was young she would pull them out when she was bored.  We had a clip with 2 pieces of elastic on.  The clip was fastened to the back of her jumper and the elastic went around the hearing aids.  Then if she pulled them out they didn't get lost. 

Hs has posted some good ideas above.  I also got some fancy buttons (eg football, aeroplanes) and attached them to the hearing aids with small elastic bands.

Do remember that hearing aid moulds do make your ears itch sometimes.  We used to agree that my daughter could take hers out when she got home from school if she wanted.